iOS/Mac: Services like Facebook, Instagram and Google Hangouts all have their own archives, but they can be tricky to download and organise, if you can at all. Shryne is an iPhone app (and companion desktop tool) that puts you in control, and lets you download, archive and organise it all. Shryne works with Facebook messages and photos, Gmail and Google Hangouts, Instagram, SMS, iMessage and your iPhone's camera roll. The app works by making you create "archives" for each contact, and specifying your relationship with them, whether they're a friend, family member or partner. Then you can connect your social feeds to the app and sync (automatically or manually, it's up to you -- and in some cases depends on the service) your conversations, shared photos and messages to build an archive of your social life with that friend or family member.
Then, once you have your archives, you can encrypt and back them up for safe keeping, run personal analytics on them to see how often you really manage to stay in touch with that friend from high school or how often you get together with your friend across town. When I tested the app, it was still a little rough around the edges, and not at all clear how to really get started and use it once you downloaded it and set up an account, but the devs say they're working on that. Similarly, you'll want to download the desktop component to sync data from some supported services.
Think of Shryne like a digital locker -- the service has a free tier (10 archives and 250MB of space), but if you start to use it heavily, there are premium tiers 5GB for $US10 ($14)/yr and 20GB for $US20 ($28)/yr), which is how the service makes money without selling or prying into your information. For more, hit the link below to check out their site, or try the app yourself.