Someone asked about archiving yahoo mailing lists at the convention and I recommended Guru's Yahoo Group Downloader. It will download messages in multiple formats (.eml, .txt, .msg) that can be imported into various email programs. It can also download files and photos. You do not need to be a list admin to download list messages - just a member of the mailing list. You can test it for free (it downloads only a certain number of messages in the freeware version) - the cost is $15. It also 'remembers' what you've downloaded so you can fetch only the latest messages. Be patient when ordering as this is a small operation and they are on the other side of the world - they usually respond within a day.
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here x-posted to my journal