uses
ActiveX, MSHTML_TLB, SHDocVw_TLB,
ComCtrls, OleCtrls;
procedure TForm1.Button1Click(Sender: TObject);
var
HTMLDocument: IHTMLDocument2;
PersistFile: IPersistFile;
begin
HTMLDocument := WebBrowser1.Document as IHTMLDocument2;
PersistFile := HTMLDocument as IPersistFile;
PersistFile.Save(StringToOleStr('c:\SavedFile.html'), System.True);
end;