For the Steam release, each save should have an associated image displayed beside it in the list of saves, to make for more distinctive identification of worlds/saves.
Fort Mode
A world/save with an active fort should use a screenshot of the fort (will not include any UI stuff), and this screenshot will be taken/updated every time the game is saved (including autosaves or save/exit).
It will take the image directly from whatever Z-level you were on when you saved (so it won't always be the surface), though it might be a good idea if it took 2 screenshots; one of the surface, one of wherever you were when saving, and these could be swapped between in the save menu on a per-world basis (or maybe it would be better to just have a toggle that switches the save image for all worlds at once?).
Alternatively, maybe the player could set a per-world "snapshot Z-level" to use, so they can identify the fort by what they see as the most distinctive layer (if that layer doesn't change much though, this has the disadvantage of not making backups/autosaves distinct from each other).
Adventure Mode
This is the easiest and most straightforward one, take a screenshot of whatever is on the screen visible to the adventurer (basically what you see in adventure mode, but unobscured by the UI), and use that. By default (without clicking on the save to zoom in to see the whole image at least), the image should be cropped/zoomed in enough to make the adventurer themselves easily seen on the save menu.
World
A newly generated world with no active fort or adventurer in it yet should use a screenshot/image of the world map. It should be possible in some way to select/zoom in on the image to see it at full resolution (even if this is just a matter of selecting the save and seeing the bigger image when clicking).
If worldgen has continued, such as by playing in a fort for several years, the world save image should be updated in case the world map itself has changed visibly (like maybe new sites were founded; those should be shown on the map!).
Even while playing as an adventurer/fort, it should be possible to swap between the world map screenshot and the adventurer/fort screenshot (after all, the save is first and foremost a world, forts and adventurers are temporary!).
Past Forts/Adventurers
It should be possible to cycle the image from the world, through all fortresses/adventurers who are available to be reclaimed/unretired (the most recent save/image for each fort or adventurer will be retained until they are dead or un-reclaimable). At least, this would be possible when no forts/adventurers are active (maybe it should only be possible between the world and the current thing when one is active).