Just in case Proboards decides to drop the inactive forums, I've decided to save a few threads. I discovered that this could be done relatively easily:
Open a thread and then click on the "printer" link. This displays the thread in printer-friendly format - a single continuous HTML page that skips superficial stuff like signatures and avatars (
example). The nice part is that images in the posts themselves are not affected by this.
Note that for long threads, the generated page can be quite large and will take some time and bandwidth to load. After it loads, you can save it as a "complete web page" to get the images, or if you are using Ubuntu like me, you can use the "print to file" option to get a PDF. (For example, the 22-page thread on Stanislav Pokrovski turned into a 5.2 MB PDF, but that's probably because of the images.)
