The latest build of Windows 10 (10166) was released in the Windows Insider program, so here are the desktop backgrounds packed with it.
The images below are the screen locks, but in any case can be used as desktop backgrounds and they look pretty fantastic too.
As you can see all Windows 10 wallpapers are nature landscapes except for the default one which is a digital artwork of the Microsoft logo. My personal favorite though is the one with the starry sky and the Milky Way in view.
Sadly, no themes are packed with the insider preview, maybe when the RTM will be released, different regions or OEMs will have some included.
