Dit antwoord geeft facebook zelf.
There is a way to see your complete chat history on Facebook easily. By this method you can also see Photos or videos you've shared on Facebook. Your Wall posts etc. -- 'A copy of what you've shared on Facebook'
Follow these steps:
1. Go to 'Account Settings'
2. Click on 'Download a copy of your Facebook data' from bottom of General section
3. Then click 'Start My Archive' -- It may take a little while for gather your photos, wall posts, messages, and other information. (Usually 20 to 60 minutes)
4. Once Archive generated Download it.
5. Extract and open 'index.html' from downloaded folder
6. Now you can see 'Messages' on bottom of the page, click it.