[eivarv]

I'm sure you could make a case for a few non-sensitive emails – but I think what you're talking about might be a civil or even a criminal offence (depending on where you live and the relevant jurisdiction), as the work and communications records are likely defined as your employer's property in some sort of binding document(contract/handbook/law).

There are of course exceptions to this, for instance in the case of whistle-blowing.