$MessageList

$MessageList is a global variable that gives a list of the names of messages generated during the evaluation of the current input line.

Whenever a message is output, its name, wrapped with HoldForm is appended to $MessageList.

With the standard Mathematica main loop, $MessageList is reset to {} when the processing of a particular input line is complete.

You can reset $MessageList during a computation.

See The Mathematica Book: Section 2.8.21.

See also: MessageList, Check.