This article explains how to enable Conversation View in Gmail and use it to forward entire conversation threads at once. With Conversation View enabled, Gmail groups all emails with the same subject line (Gmail ignores prefixes like Re: and Fwd:) into one conversation, allowing you to forward them as if they were a single email.
To enable conversation view in Gmail:
From the Gmail inbox screen, select Settings (gear icon).
Scroll to the bottom of the box until you see Email Threads, then check the box next to Conversation View.