Which files contains a full logs of system starting Up...

Hello All,
As with any kernel panic or other reasons,we need to check/read the screen what is happening and its very fast sometimes scrolling up.So i thought 'dmesg' and various files in /var/log will help.But Some messages other than kernel messages are not found there too.Somebody can help me find any hidden files or is there any shell script/program to catch the screen messages..Thanks please help...

How about /var/log/boot.msg?

most distros dump the entire contents of the kernel log buffer into dmesg and /var/log/dmesg as and when the file system is accessible. if you're booting and panicing before those filesystems are avialable, then naturally there's no way to save that data.