No, there isn't. The actual messages are stored in a database file in /data/data/com.android.providers.messaging, and unless you are rooted you cannot access that file, or indeed anything on the /data partition.
There are however plenty of SMS backup apps which can create a backup on your SD card or back the messages up to your GMail account, whichever you prefer. You can then copy the backups to wherever you want (stick the SD card in a card reader or copy to the Mac over WiFi or over USB after installing Google's Android File Transfer on the Mac). And you can do all of this for free, if that matters to you.