Hover over the admin button on the phone which you want to transfer messages from, and click on Move Messages.
Once you click the menu item, you will be presented with a popup. In this popup, select which phone you want to transfer the messages To.
Once you've selected the phone you want to transfer the messages to, the process will start in the background. You will receive an email when the transfer is complete, and you can see the moved messages on the new phone.
Please note, transferring the messages will remove them from originating phone.