Probably found a solution. This is for xenForo forums only.
Install TamperMonkey extension first for Chrome.
then goto
https://openuserjs.org, search xenForo and you will find xenForo - Endless Forum Pages jQuery 2016,
Install it and goto TamperMonkey Dashboard, find the script, click edit button on the right, add
https://forums.anandtech.com/* to User Includes section, save it.
Open a new tab and goto any anandtech forum thread, you will see a "Load more posts" button on every page. In this case, every time you click it, 25 more posts will be loaded. Then you use SingleFile extension to save it after you loaded all the pages you want.
You probably have to modify the scripts to work with other types of forum software.