Yahoo!

Click on Mail Options (near the top right of the screen)
Click on General Preferences
Under Messages, go to Headers, then select SHOW ALL HEADERS ON INCOMING MESSAGES
Click on save

Go back to your inbox and now all e-mails should show with the headers included.

Now use your mouse to highlight the headers, use Ctrl-V to copy them and use Ctrl-C to paste them into the body of a file or the e-mail you need to send in.