Perl

This is a one-liner in Perl just because it's possible.

if($ARGV[0]){open(F,__FILE__);while(<F>){print;print"$ARGV[0]\n"if/^_/;}}else{print<DATA>;}
__DATA__

The messages are written after __DATA__, most recent first.

Python

You know what? Why not make it a single expression?

P = (lambda M,P=None:(lambda t:P[:74]+repr(M)[1:-1]+"'))"if P else M[74:-3])(''))
Pc = "(lambda M,P=None:(lambda t:P[:74]+repr(M)[1:-1]+\"'))\"if P else M[74:-3])(''))"
P2c = P('Hi there, mate!', Pc)
print "Encode tests:"
print " P2 = P('Hi there, mate!', Pc) =", P2c
exec 'P2 = ' + P2c
print " P2(\"Test 2's the best.\", P2c) =", P2("Test 2's the best.", P2c)

print "Decode tests:"
print "P2(P2) =", P2(P2c)
print "P(P2)  =", P(P2c)
print "P2(P)  =", P2(Pc)
print "P(P)   =", P(Pc)

Old message; The function P takes the arguments as specified and outputs the resulting code / decoded text.

def P(data,func=None):
    text = ""
    if func:
        return func[:35]+data+'"\n'+'\n'.join(func.split('\n')[2:])
    return data[35:].split('\n')[0][:-1]

# The source code.
Pc = """def P(data,func=None):
    text = ""
    if func:
        return func[:35]+data+'"\\n'+'\\n'.join(func.split('\\n')[2:])
    return data[35:].split('\\n')[0][:-1]"""

P2c = P('Hi there, mate!', Pc)
print "Encode test:"
print "P('Hi there, mate!', P) ->"
print P2c

# This is outputted by P('Hi there, mate!', code-of-P)
def P2(data,func=None):
    text = "Hi there, mate!"
    if func:
        return func[:35]+data+'"\n'+'\n'.join(func.split('\n')[2:])
    return data[35:].split('\n')[0][:-1]

print "P2('Text 2', P2) -<"
print P2('Text 2', P2c)

print "Decode test:"
print "P2(P2) =", P2(P2c)
print "P(P2)  =", P(P2c)
print "P2(P)  =", P2(Pc)
print "P(P)   =", P(Pc)

JavaScript

var transform = function (p, m) {
    var _M_ = '';
    var source = arguments.callee.toString();
    var msgre = /(_M_ = ').*(';)/;
    var regex = new RegExp(source.replace(/[.*+?^$\[\]{}()\\|]/g, "\\$&").replace(msgre, "$1(.*)$2"));

    var a = p.toString().match(regex);

    if (!a) {
        throw "first argument must be a transform function"
    } else {
        a = a[1];
    }

    if (typeof m == "undefined") {
        return eval("[" + a.split("|")[0] + "]").map(x=>String.fromCharCode(x)).join("");
    } else {
        a = m.toString().split("").map(x => x.charCodeAt(0)) + (a.length ? "|" + a: a);
        return eval("(" + source.replace(msgre, "$1" + a + "$2") + ")");
    }
}

Not sure if I understand the problem statement correctly: my decoder will decode any program and return the latest message that is encoded in the given program.

Test code:

P1 = transform(transform, "first message");
P2 = P1(P1, "second message");

console.log(P1(P1));
console.log(P2(P2));

console.log(P2(P1));
console.log(P1(P2));

// Unspecified behavior
console.log(transform(transform))

Batch

@echo off

setLocal enableDelayedExpansion
for /f %%a in (%0) do set a=%%a

if "%~1"=="e" (
    set /a a+=1
    echo !a! %~2 >> %0
    echo message encoded as !a!
) else if "%~1"=="d" for /f "skip=12 tokens=1*" %%a in (%0) do if "%%a"=="%~2" echo %%b

goto :EOF

Note there needs to be a carriage return after 'the last line' of goto :EOF.

This takes two inputs from stdin. The first of which is what you want to do; e, or d (encode and decode). The second input depends on the first - if the first input is e, then the second input will be the message that you want to encode - if it is d, then the second input will be the number of the message you wish to decode (that will be provided after encoding a message).

H:\uprof>ed.bat e "Just a message"
message encoded as 1

H:\uprof>ed.bat d 1
Just a message

Cobra

use System.Diagnostics
class Program
    var message as int[]? = nil
    def decode(program as String)
        temp = List<of String>(program.split('\n'))
        temp.insert(4, '\t\tEnvironment.exit(0)')
        temp.add('\t\tmessage = \'\'')
        temp.add('\t\tfor i in .message, message += Convert.toString(i to char)')
        temp.add('\t\tFile.writeAllText(\'message.txt\', message)')
        program = temp.join('\n')
        File.writeAllText('decode.cobra', program)
        process = Process()
        process.startInfo.fileName = 'cmd.exe'
        process.startInfo.arguments = '/C cobra decode.cobra'
        process.start
    def encode(message as String, program as String)
        temp = List<of String>()
        for i in message.toCharArray, temp.add(Convert.toString(i to int))
        message = '@' + Convert.toString(c'[')
        for n in temp.count-1, message += temp[n] + ','
        message += temp.pop + ']'
        temp = List<of String>(program.split('\n'))
        temp.insert(26,'\t\t.message = .message ? [message]')
        program = temp.join('\n')
        File.writeAllText('encode.cobra', program)
    def main
        #call methods here
        #.encode(message, program)
        #.decode(program)

While the idea is trivial, the execution of said idea is less-so.

Encoding

Encoding a message in the program will add the line .message = .message ? x immediately after def main. This line checks if .message is nil, and if so, then it sets .message to an integer array containing the character code values of each character in the message; the nil-check and positioning avoid overwriting the new message with an older one. The new program is saved to encode.cobra

Decoding

Decoding the program will add three lines at the end of the main method which cause the program to convert the char codes in .message to a string, which is then saved to message.txt when the new program is run. The new program is then saved to decode.cobra and the compiler is invoked on it.

decode.cobra is used like a temporary file and cannot be used to encode or decode another message, use the original or encode.cobra