Outlook (Desktop):
Open the email you want to save.
Click File → Save As.
In Save as type, choose Outlook Message Format – Unicode or .eml (if available).
Choose a folder and click Save.
Outlook on the Web (Outlook.com)
Open the email.
Click the More actions menu (⋯).
Select Download.
The email will be saved to your computer as an .eml file.
Apple Mail
Select the email you want to export.
Click File → Save As.
Choose Raw Message Source or .eml.
Pick a location and click Save.
Gmail
Open the email.
Click the More menu (⋮) in the top right.
Select Download message — it will save as a .eml file.
Tip: .eml files can be opened in most email apps by double-clicking or importing them into another email account.