On the top right of the first post on each page, there's an "options" menu.
On this menu, you can "Download this topic".
On the subsequent page, whichever option you choose, the result is incomplete for long topics, e.g.
http://www.hydrogenaudio.org/forums/index....=56129&st=0
Trying to download this, the output stops at post number 300, whereas there are 600 posts in that thread.
Cheers,
David.