Track deleted rows/records
It sounds from your comment on Marlon's answer like these are tables whose structure changes frequently. That could make the trigger solution unwieldy.

In that case, investigate the alternative of doing a Transactional Replication publication and excluding DELETE transactions from the publication. INSERT, UPDATE, and DDL changes would be replicated to your destination table. For SQL 2005, this is the optimal solution.

If you were to upgrade to SQL 2008, you could make use of Change Data Capture. That would be the most robust solution, and easier to maintain than the Replication method. But I know getting the approval/budget/time for such upgrades is not always easy. :)