Its possible to select some mails and forward them as one document in Notes and iNotes (SCNotes). A forward als EML file is on the roadmap for Domino 10.
Verse can't forward more then one mail as one document. My idea is to enable Verse with this basic function, an extension to "forward as EML" should be available with Domino 10.
This ideas is available as VRSSAAS-I-11 for Verse Cloud too.