How can I save multiple pics in iMessages to Camera Roll?
Launch the Messages app.
Tap on the text thread that has the pictures and/or videos.
Tap on Details in the top right corner.
Scroll down to the Attachments section and press and hold on one of
the pictures or videos you'd like to save.
Tap on More in the popup menu.
Tap to select all the photos you'd like to save.
Tap on Save Images in the bottom left corner to save them to the
Photos app.


Source