Mac OS X offers to "print" any content to a PDF file.
A simple alternative on most other operating systems is downloading the HTML source (Design Studio - Email Actions), opening in
LibreOffice (MS-Office compatiblre, free open source). Libreoffice has a PDF button to print anything as PDF file.
Google Docs has a nice feature to download any file in PDF format.
A free converter to PDF file would be an alternative if you do not want to install LibreOffice or upload to Google Docs.