Outlook.com
(All Hotmail accounts have been switched to Outlook.com) makes it
simple. They have a free tool called Trueswitch. Here’s how it works.
You click https://secure5trueswitch.com/hotmail/
to fill out the form. The link still has Hotmail in the title even
though all Hotmail accounts have been switched over to Outlook.com.
You would
fill out the address and password of your Yahoo! Mail account and the
address and password for the account you wish to copy the messages to.
There’s also the option to have your Yahoo! messages forwarded to your Outlook.com account for 90 days.
When you have everything set up the way you like, hit the copy to Outlook.com button.
This
could take awhile to finish. You should receive e-mail messages
updating you on the progress of the import and an message to let you now
when the process is complete. Once you’re sure that your Yahoo! e-mails
have successfully copied to Outlook.com, you can shut down your Yahoo!
Mail account.