On Fri, 21 Jan 2011, Cameron Kerr wrote:
dmesg is everything sent from the kernel for logging (ie. the historical content of the dmesg(8) command).
messages is basically a syslog fall-through (a bit like /var/log/syslog)
See /etc/rc.sysinit for dmesg invocation that writes to /var/log/dmesg; the LOGLEVEL shell variable is set in /etc/sysconfig/init.
The content of /var/log/messages is controlled via /etc/syslog.conf.