Hey, Gidget.
I'm not sure why copying and pasting isn't working for you anymore. I tried a few stories, and it worked fine for me. If it's still not working for you, there's another way you can save stories. Just go to "File" then "Save As" (or "Save Page As"), and it will save the story as a text file wherever you direct it to. And if you want to convert from the text file, check out the handy-dandy re-formatting tool they just made on the archive (you can find links for this on the main archive page). And as a note for saving the files, make sure the page is done loading before saving, or you won't have the full story.
Hope this helps!
Sara