Get a column from the latest row by another column
This is a good use for a window function, row_number()

select 
   x.created, 
   x.OriginalMsgId, 
   x.Status
from (SELECT 
         RN = row_number() over (partition by r.originalMsgId order by Created desc), 
         r.originalMsgId, 
         r.status, 
         created 
      from ReplayHistory r) x
where x.RN = 1


Another way is using MAX with a derived table.

SELECT 
   r.originalMsgId, 
   r.status, 
   r.created 
from ReplayHistory r
inner join
    (select originalMsgId, max(created) dt from ReplayHistory group by originalMsgId) x on
    x.dt = r.created 
    and x.originalMsgId = r.originalMsgId


Notes on performance