I've noticed that there is a link of "all time messages" either in the "frequently in rooms" or "currently in rooms" tabs in chat. But upon clicking on it, you will reach just to the usual transcript of the current day of this specific chat room. We already have an option to see the transcript, so this is either a bug or a misleading name for the link.
It will be actually really nice to see a certain users all messages - all time, as currently I'm not aware of a way of doing this (using search doesn't help because you also need to specify "containing" or "searching for". Neither the "recent" tab supplies all time information obviously).