Thanks @Rahui Vyas and @Josh Caswell .. After a little research of my own. I have found the easiest way to save the locally loaded html file or any html loaded on UIWebview.
long words short, here is the code:
//load the file path to save
NSArray *paths = NSSearchPathForDirectoriesInDomains(NSDocumentDirectory, NSUserDomainMask, YES);
NSString *documentsDirectory = [paths objectAtIndex:0];
NSString *savePath = [documentsDirectory stringByAppendingPathComponent:@"backup.html"];
//get the html code from the webview
NSString *jsToGetHTMLSource = @"document.documentElement.outerHTML";
NSString *html = [_changWeiBo stringByEvaluatingJavaScriptFromString:
jsToGetHTMLSource];
//save the file
NSError* error = nil;
[html writeToFile:savePath atomically:YES encoding:NSASCIIStringEncoding error:&error];
Hope the laters may find this useful!