Gmail Backup is an application with which you can salva on your own hard-disk a backup copy of the messenger from the Gmail account, using IMAPthe Version for Windows it comes with a simple graphic interface, which makes it very easy to use. You just have to enter the email address and password (from the Gmail account), select the folder where the emails will be stored and press the button "Backup". The messages will be saved in the format EML, compatible Microsoft Outlook. Oh, yes. First of all, you must have activated the "POP/IMAP" option in your Gmail account. “Settings” –> Forwarding and POP/IMAP –> "Enable” for POP Download and IMAP Access.

For Linux and OS Mac X there is no Gmail Backup graphical interface. It all boils down to one at the moment command line.
Gmail Backup is in a Beta completion phase, but this application is being worked on very intensively. The final version will be available soon. For more details and download: GMail Backup