Saving the output of "interact" session.

edit

One way would be to upload your worksheet to a public notebook server such as http://sagenb.org, publish it there and point your students to it.

Alternatively have you tried to uses your browser's "print to ... file" or "save page as ..." options? As far as your browser is concerned, a worksheet is simply a web page, so any of its mechanisms to render that into a pdf document or other file format should apply to worksheets as well.

I believe the answer is no, so far.

Jason Grout reminds me that of course there is a partial workaround - I don't know if this is what you are looking for, though. Namely, check what the inputs of the last session are, and then plug those in as the defaults.