On some printers you can set a switch to keep printed documents. Look in your printer properties under the 'Advanced' tab. Won't help for what has already been printed though and it does use disk space.
"You can turn on the option in the printer's Properties dialog box. To reach it in Windows 2000, select Start, Settings, Printers. In Windows XP, you may have Printers and Faxes on your Start menu, or you may have to open Control Panel, click Printers and Other Hardware, and finally select View installed printers or fax printers. If your Control Panel option opens a menu, choose Printers and Faxes. Right-click your printer and select Properties. Click the Advanced tab, check Keep printed documents, and click OK.
You'll also want a shortcut to the printer spool. In the Printers or 'Printers and Faxes' window, drag the printer icon to your desktop, your Quick Launch toolbar, or your Start menu. If Control Panel is displayed as a menu, Ctrl-drag the printer icon from the menu. To reprint a document, just launch the printer shortcut, right-click the file, and select Restart.
You'll eventually get a long list of printed documents. And the folder containing those printouts--either C:\WINDOWS\System32\spool\PRINTERS or C:\WINNT\System32\spool\PRINTERS--will be huge. To clean out the spool, launch the printer icon, right-click the files you don't need, and select Cancel. "