If you are using an EVO S40 phone (Nokia Asha 230/500/501/502/503), you can save your chat history by sending your conversations via email:
To export a copy of the history of an individual chat or group, you can use the Export Chats feature:
Note: Unfortunately there is no chat history backup system on Nokia S40 phones, so there is no way to recover lost chat history data. In order to export your chat history you need to have a memory card. If you remove your memory card or delete WhatsApp, you will lose your chat history.
Learn how to export your chat history on: Android | iPhone | Windows Phone | BlackBerry | Nokia S60 | BlackBerry 10
Cheers,
WhatsApp Support Team