Most sites allow you to check an option so that the hand histories are saved in a .txt file under the directory of your choosing on your computer. Thus, you can either go to that .txt file, copy/paste here. Or, you can go into the poker program of your choice (PT3/HEM), have the hands process through there (from the directory), and then you can quickly and easily pull the hand history from the program.

Also, on say stars and full tilt, after a hand is over you can go to the hand history box, and then copy from there.