Script Download: ExportOSCEXOEmailMessage.zip
http://gallery.technet.microsoft.com/scriptcenter/Export-Email-Messages-from-1419bbe9

This script can export email messages from Outlook Web App to a specific folder. These email messages will be saved in .eml format. You need to find the email messages by using search folder.

​Microsoft Outlook allows you to export email messages very easily. However, this feature is not available in the Outlook Web App (OWA). Therefore, in order to export email messages from OWA, you must find a workaround.

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You can find more All-In-One Script Framework script samples at http://aka.ms/onescriptingallery