Hi,
iChat documents (.ichat files) are what are stored.
They are stored in ~/Library/Containers/com.apple.iChat/Data/Library/Messages/Archive
They are in here in Folders by date (or session).
That is to say if Messages was Quit on one day and restarted there will be as many folders as there are Quits.
It is the app that can put these together is a cohesive way.
In iMessages itself the chat.db database files also play a significant part if the chats are iMessages ones.
The three Chat.db items are in ~/Library/Messages.
Within these are the saved iMessages and the data of Summaries about Saved Chats be they iMessages or other types pre High Sierra.
This App used to be able to do it
http://spiny.com/logorrhea/ However it is very old and has not kept up to date (it was never designed for Messages) and certainly does not work in Sierra or High Sierra.
You could search the Archive folder for the Contact's Name or ID or both to make sure you have all.
Stitching them together having found them is a little more difficult without a prop PDF app.

9:08 pm Monday; December 25, 2017
iMac 2.5Ghz i5 2011 (Sierra)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
iPhone 6 iOS 11.x and an iPad (2)