If you select multiple messages in Mail and forward them (⌘-⇧-F or Message > Forward), Mail will copy them all into a single message you can send instead of one for each. I use it in cases like this where I archive things like terms and conditions in Evernote for posterity.
Note: To select multiple messages you can either hold ⌘ (Command) and select them one-by-one, or hold ⇧ (Shift) while you click two messages, which selects all messages in between.