If your mail accounts are IMAP, this is already be done for you
on the services mail server as all mail is actually saved on the
If the accounts are POP, then that is problematic and management
needs to be done on and between individual devices. One work around,
you could use iCloud, GMail, or some other cloud based service that
is IMAP and put mail you wish to save into mailboxes/folders in those
accounts. Also, most POP accounts allow relaying, in which case,
you could direct incoming mail to those accounts to one of iCloud, GMail,
You could still send outgoing via your regular accounts, just remember to
move from sent folders to folders on the IMAP account.
This is basically the work around that I have used between my iPhone,
MacMini and my Macbook Pro. Anything that is sensitive in nature,
I only keep on computers locally and not in any cloud based service.