My chatterbox client framechat has two variations of this ability.

1. The message inbox has a generic 'cc-to-self' function (doesn't reflect who you responded to).
2. The private chat feature 'msgchat' sends you a copy of each message sent with a 'To:"username"->' prefix.

Before framechat I used to just resend long /msgs to myself so I wouldn't forget :-)

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Check out my Perlmonks Related Scripts like framechat, reputer, and xNN.