Didn't find module Jean-Sébastien SUZANNE was referring to (found it later see edited comment in the end) but because creating this kind of view was rather easy I created it by myself. Here is code if some one else wants to create similar view:

python file

         from openerp.osv import fields,osv
         class im_history(osv.osv):
             _inherit = 'im.message'  
         im_history()

xml file

  <record id="view_im_history" model="ir.ui.view">
    <field name="name">im.message.tree</field>
    <field name="model">im.message</field>
    <field name="arch" type="xml">
            <tree string="Instant Message History">
                <field name="date"/>
                <field name="from_id"/>
                <field name="to_id"/>
                <field name="message"/>
            </tree>
    </field>
  </record>

  <!-- Top menu item -->
    <menuitem name="Instant Messages history"
        id="im_history_root"
        groups="base.group_user"
        sequence="10"/>

    <record id="open_view_im_history" model="ir.actions.act_window">
        <field name="name">Instant messaging history</field>
        <field name="res_model">im.message</field>
        <field name="view_type">form</field>
        <field name="view_mode">tree</field>
        <field name="view_id" ref="view_im_history"/>
    </record>
    <!-- Had to add dummy parent menu for actions because top menus arent' clicable in OE -->
    <menuitem name="Actions" id="im_history" parent="im_history_root" groups="base.group_user"/>
    <menuitem action="open_view_im_history" id="menu_open_view_im_history" parent="im_history" sequence="20" groups="base.group_user"/>

Access rights are handled right automatically because im.message object already has record rule that user can see only messages sent to/from user.

Edit: BUT as was pointed out by Jean-Sébastien SUZANNE in the comment SUPERUSER by passes the rules so if you don't want that you can test web_im module found here: https://bitbucket.org/anybox I haven't tested it but it is said to be working.