To save a full web page as it appears in a scrollable window, if you use Firefox you can use the
ScrapBook extension. I have been using this for several years now, very useful. It can also do an efficient search of pages saved. Note that by default the files will be saved in a folder in your FF profile (this can be altered), and I assume you need the extension to view them. Scrapbook will also save a precise selection from a web page. It's easy to use and organise.
However while Scrapbook will save a scrollable page of the window open in your browser, it won't save any additional pages of a full forum thread for instance. To capture a full length thread (all the pages) in a TBB forum, one option is to use the "Print Thread" view button (bottom right of the page), then 'Save Page As" from the File menu, and save as a Web Page. This is fairly efficient and the files can be opened in any browser window.
There is a (free) programme called
Paparazzi! - a small utility for Mac OS X that makes screenshots of webpages. Not tried it though.