Using Gmail's web interface, one option is to print only the messages
you want, either to an attached printer or to a PDF file.
Or you can open the message(s) (again in Gmail's web interface), then
use Show Original, from the drop-down menu in the upper right corner
next to the Reply button. Then save that to a file. This would give
you the complete raw email message including headers, html code,
base64 stuff, etc.
If you use an email program on your PC, some of them have Rules that
let them download only certain messages and not all of them. (Outlook
Express had that capability, for example).
Regards,
Andy