I'm not sure there's a good way to do this. I have read in the past where people have contacted their carrier and requested for a text conversation to be printed. Obviously, this would take some time, and I'm guessing that there would be some sort of fee involved.
If there are other options, hopefully, someone will come along and share them. If you do figure this out, please post about it here, because this question does come up from time to time.