If you have received a lot of attachments from a friend over time, it can be a hassle to view all of them easily.
Open the conversation and tap the 'Details' button (top right).
At the bottom you will see a chronological carousel of images and attachments from this message thread.
To save or share an image, double-tap it to pull up this menu. This also allows you to save/transfer an image but delete it from the conversation.
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