I'm looking for a 3rd party hosted software-as-a-service (saas) email archiving service that does not require me to host my email with them.
Is anyone aware of any?
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Yes, there are.
It works exactly the same way as hosted spam filtering. You change your MX record to point to their servers, and give them the IP address(es) of your real mail servers.
Mail from the internet goes to them, gets archived/filtered, and is sent on to your mail server.
Outgoing mail can be archived the same way, by using their servers as a smarthost in your mail server.
However, typically a setup like this will only cover external email, not mail sent to other users on your mail system. Some mail systems have ways to set up sending all local email to an external server first, or sending a copy there. The specifics will very depending on what platform your email is hosted on.
As to who provides such a service - that's a shopping question and off topic. But it can be done.