BBeB Binder can now do it - as long as the page doesn't contain CSS/Frames.
You'll have to build it from source (currently as we haven't done a formal release yet - but hopefully soon).
However, most web pages don't convert easily to text but I'm starting to look at converting the displayed page to images and creating a book from them.
Edit
An example of a converted page using images can be found attached
Its not very exciting - just the front page of the forums
Currently, I just take a snapshop of the page, resize it to 600 width and then split it into 750 height chunks.
My next step is to allow the user to be able split the page image themselves.