How do I copy the text content of a dialog box on OS X?

Many people are not aware that on Windows you can copy the whole text content of a MessageBox by pressing Ctrl ⌃ + C when the dialog is focused. This is an essential feature for reporting error messages, and in some cases these could be huge. Still, it seems that on OS X, that Command ⌘ + C does not work and I'm wondering if there is another method for doing this. Doing screenshots is not so convenient, especially that they are not searchable :p I am looking for a **generic solution, if it exists**. Here is an example: