I needed to gather about 50 emails into a single file so I could sift through them and pull out a variety of information. Going through them one at a time in Mail was going to take longer than I wanted, or was willing to do at once, so I decided to save them to a single file so I could do it later.
It turns out to be very simple: you select the relevant emails, in my case the result of a search, and do a “Save As..”. At this point you have a choice of how to save them, and I chose the default “Rich text Format”. I ended up with one file with all 58 emails in it.
Now I can open it in TextEdit and delete the parts I don’t want.