There is a bookmarklet thing called PageZipper you can put on your bookmarks toolbar that will sorta make all of the pages in a multi page thread into one long page. You can then choose to print. If you print to pdf it helps if you have something to edit the pdf so you can get rid of some of the uneeded items.
I have tried it on a couple of multi page threads. You have to go through each page in the print preview to make sure no extra pages from other threads are included. Sometimes there are blank pages so you need to print the entire result then delete the blank pages. It helps if you look at the last page of the thread and make sure you stop as close to the last page as you can.
It is kind of hard to explain all of the pitfalls you might encounter. Give it a try and see if it is adequate for your purpose.
PageZipper - Life's too short to spend clicking "Next" - PrintWhatYouLike.com