Is there a way of e-mailing a text "conversation" to yourself (or someone else)?

I can e-mail (or SMS) individual messages but not the "chain".

Thanks.

No, not from the device itself without help of a third party application.

You can use DexRex on your BlackBerry and PC to archive your SMS convos to the PC.

Depending on the version, if you enter an email address in the forward to field it will send the section your on to that address.