Not by default, and there are no mods on the official site to do so. I'm sure someone will build a mod, but you'll need to track it down elsewhere. Most of the time (99%?), the "report PM to admins" feature will work perfectly fine. A user can't edit the contents of what they forward, so you'll get an unadulterated copy. The few times otherwise, a quick look in the database can get you the information you need.