I have not yet found a good way to do that in Slack (reliably) and not relying on another tool.
E-Mail in that way is just great as a message is just a text file. You can put it wherever you want and reorganize it the way you want.
Try to attach a slack conversation to an issue tracking system. Won‘t work. Do it with e-mail: it‘s just a text file.
Try to post-pone stuff or organize information in folders. Won‘t work. Do it with e-mail, hell I can even move messages from one account to another.
My point is: Slack will never replace e-mail, it is just an extension of ways we communicate. And that‘s is biggest advantage and disadvantage: it‘s a tool that makes communication sometimes easier, but is‘s also another tool I need to regularly check besides all other communication tools I already have.