I just reached India and now I am happy to find that my Facebook Web Messenger, a.k.a. Messenger.com is now capable of formatting messages like how it is in WhatsApp.

There seems to be no documentation and it looks like it is in a pre-beta stage, so we can expect a heavy roll out very soon. When you send out a formatted message, it shows you an option to see the original message, unlike WhatsApp, so that you can copy the formatted message and send it to others as well:

Clicking on the Show Original will reveal the original textual version that's been entered prior to formatting. It also gives you an option to switch back to the formatted version after copying or consuming the original version:

Share it and let me know how many of you have got this rolled out in your Messenger.com accounts. I am still not sure about the other formatting features available in Facebook's Messenger.com to document them. All I know for now are:

+---------------+-----------------+
|     Style     |     Example     |
+---------------+-----------------+
| Bold          | *Bold*          |
| Italic        | _Italic_        |
| Strikethrough | ~Strikethrough~ |
| Monospaced    | `Monospaced`    |
+---------------+-----------------+

Let me know in the comments, if you know anything else other than these shortcuts. And yeah, I don't think there are any keyboard shortcuts for these.