Saving multiple e-mails in either New Outlook or Webmail

Is there a way to save multiple e-mails locally either from the webmail client or the new outlook client.  The reason I ask is we have shared mailboxes and a user who needs access to e-mails that are older than 12 months. I'm aware you can save one e-mail at a time by right clicking and clicking on save as, but if you select more than 1 e-mail you no longer have this option. 

I've tried dragging and dropping, both with ctrl and without, and I'm unable to move a copy from New Outlook locally.