Hi,
In Messages on the Mac do you have the Preferences > Messages section set to "Save History when Conversations are Closed" ?
This will store all IMs and iMessages in ~/Library/Messages/Archive.
Use the Finder > Go Menu > Go to Folder and type that path into the Dialogue box that appears. (~/Library/Messages/Archive).
They are stored in dated folders so some guessing/trail and error will be needed.
You may find that if this was an iMessage and you send the person a new message that the whole History with that Contact since you installed Mountain Lion/Started Messages may appear and that it is scrollable the closer you get to the "top" and the top may keep moving until all is on show.
10:31 PM Monday; December 24, 2012
Please, if posting Logs, do not post any Log info after the line "Binary Images for iChat"
iMac 2.5Ghz 5i 2011 (Mountain Lion 10.8.2)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
Couple of iPhones and an iPad
"Limit the Logs to the Bits above Binary Images." No, Seriously