How can I configure mutt to display my replies within threads?

I found a solution that works for me even though it is not pretty.

set record = "+INBOX"

I just set record to my inbox, in that way the messages get threaded. It might not be ideal when I am the first sending an e-mail, but normally I will get an answer, so no issue.

I found that notmuch-mutt has some of the behavior I'm looking for. It defines a macro that looks at message-ids and can create a virtual folder to show an entire threaded conversation regardless of where each message lives. Out of the box it only works on search results. I'm not sure if the same behavior can be applied to regular mailboxes.

The common way to see your own messages in the threaded display, which makes sense, is done by sending a BCC to you.

I use

my_hdr Bcc: [email protected]

and it works great.