I find that when using legends created by PlotLegends, selecting the graphic and then using "Save graphic as" does not include the legend, apparently because the legend graphic is not selectable. However, assigning the graphic to a variable and using export does include the legend. For example:
p1 = Plot[{Sin[x], Cos[x]}, {x, 0, 2 Pi},
PlotLegends -> "Expressions"];
Export["exportP1.png", p1]
will save p1 as a png and it will include the legend.
I'm on 10.0.2 and Win 7 x64.
