Remind 101 introduced a new option to download all or part of your message history. To download your message history just look for "export message history" while viewing your account settings page. From there you can have a PDF of your messages emailed to you by Remind 101. You can have all of your message history sent to you or you can select a specific set of dates from your message history.
For those who haven't tried Remind 101 (currently works in the U.S. and Canada) it is a free service that allows you to send text messages to groups of students and or parents from your computer, your iPhone, or your Android phone. The benefit of using Remind 101 over Google Voice, which I used to use for this purpose, to text students and parents is that your phone number is not revealed and your students' cell phone numbers are not revealed to you. Students and parents have to opt-in if they want to be added to your text messaging list. Students and parents have to enter a confirmation code to state that they do want to be contacted by you through the service.
Applications for Education
As Remind 101 pointed out in their announcement about the new message export option, it could be a good way to present your communication log during evaluations or to save for your teaching portfolio. The pragmatist in me also thinks it's a good option for covering your butt to have an offline record of messages sent to parents and students.