There is nothing official but depending on the kind of phone you have, there might be third party tools you can use if you still have the messages. Maybe Google something like "export text messages Android" or what ever type of phone you have.
For Android, I've also had luck with the SMS Backup + app. It's pretty good but I had to set up a gmail account for it to work.
For my office mobile (which is an iPhone) I used an app called decipher text message to save my text messages as PDF documents on my computer. I used to just take screenshots but it got to be a drag. The program makes it much easier! Hope this helps a bit. ;-)
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I use SMS+ backup. Set it up to backup texts to your email address including photos in your text. Then go to your email and each text will be shown as a separate message. I use Gmail and they show up in the drop down list called More Labels on the left. Scroll down to the category labeled SMS.