If my domain is @contoso.com and I want emails destined to email@example.com to end up in a UNC share on the network. Can a foreign connector be setup for a specific address on the local domain?
I don't think it's possible using Exchange 2010 alone, but you could forward those e-mails to another server (linux based?) which is probably able to do that.
One other way would be a powershell script, which exports the firstname.lastname@example.org mailbox periodically to an UNC share, but this only gets you a .PST file, and not a .MSG or whatever format you need.