Facebook has an option to download an archive of all your information. It takes some time to do this but after Facebook ends, they send you an email with a .zip file that has all your information. I'm interested in the Messages, but they're not complete, they're not the full history, it only goes so far (around mid 2012). It might be that this is deliberate, but it's supposed to have ALL the complete information. Any help would be appreciated as to how to download all the conversations
Edit: I've tried the zip process, manually going to the top (same), a Facebook app (MessageSaver), a Facebook add-on and an Android app. They all return the same number of messages.