Adam Meyer of Bildr created a tutorial on connecting thermal printers to Arduinos:
Outputting data can be extremely useful, and typically when we look at doing this, it is either to the Arduino’s serial terminal, or to some sort of display. But what about making physical copies of the data? So a few months back, SparkFun started selling a thermal printer that you could connect to a microcontroller. That same day my brain filled with crazy thing you could do with it, like a giant fortune cookie that could print your fortune on the fly.