How can I archive all Messages conversations on my iMac?

OK, it's pretty clear how to archive ONE Messages conversation. You select it and print (maybe to pdf). But how do you archive ALL conversations? I can tell iCloud how long to keep them, but after that duration, it'll just trash 'em. If I select multiple conversations, I can delete them in one fell swoop, but it won't allow me to print them.

This question pertains to both iOS and Mac OS, but it would be most comfortable doing it on my Mac.