Getting the raw RFC822 message differs by MTA and email client.
Domino, for most instances I've seen, modifies the base message so it is difficult to obtain a raw message and I haven't come across a reliable solution (but I rarely work with Domino).
Exchange either stores the message in raw format or in a database format. If it stores it raw, you can pull it directly from the filesystem. Otherwise, it is easier to obtain the message in a client that will offer it to you raw.
Outlook modifies the message, so you cannot get a raw message directly from Outlook. However, you can use the Forward as Attachment option (open the messsage and then CTRL+ALT+F) to forward the raw message to be viewed in a client that will offer it raw.
Various clients offer a raw message view. I think the two most often used are Outlook Express (file -> save as -> save as type .eml) and Mozilla Thunderbird (CTRL+U). Web email often allows source view as well.