Import .MSG files
From MozillaZine Knowledge Base
Microsoft Outlook stores all of the messages in a single .PST file but can export messages as .MSG files. Thunderbird doesn't know how to import .MSG files. If for some reason you can't or don't want to import the .PST file there are some utilities that can convert .MSG files to .EML files. You can use the ImportExportTools add-on to import the .EML files. It knows how to import all of the .EML files in a directory in one step so you don't have to import each message individually.
The biggest problem is that none of the tools seems to work with every .MSG file, and they may not work with your configuration. .MSG files support multiple formats just like .PST files do. .MSG files with Unicode characters seems to be an issue.
Ruby-msg can convert .MSG files to .EML files. It has two versions - a stand alone binary and one that requires you to install Ruby. The project appears to have started as a rewrite of the MSGConvert Perl script in Ruby.
1. MSGConv is a Perl script to convert .MSG files to .EML files. It is probably the oldest and most well known solution. It is still actively maintained, unlike a lot of Perl scripts that aren't part of some archive such as CPAN. The main problem is that you not only have to download and install Perl, but you need to download five Perl modules and whatever modules they depend upon from CPAN.
How to convert Microsoft Outlook .msg files is an article describing how to use that script with a lot of comments from other users.
2. PriaSoft has a free viewer that can view, search, print, and export .MSG files. Its not clear that it can handle attachments. See this news group for more information
3. .MSG files are compound document files called "DocFiles". Microsoft Visual Studio 6.0 contains the sources for a DocFile viewer program called dfview.exe. However, all it lets you do is view the contents 
1. BitDaddys sells a Outlook .EML and .MSG converter. However, it requires Outlook to be installed. It seems to be sold under a couple of other names.
2. MSGViewer can view, search, sort and print .MSG messages and extract or open file attachments. It claims it doesn't need Outlook.
3. Encryptomatic Message Viewer Lite is a program that can view, search and print .MSG files and extract any attachments without requiring Outlook to be installed. You can get an older freeware version here or get the current version from the vendor here via TrialPay. They also sell a commercial version called Message Viewer Pro.