These are located in 

    /data/data/com.android.providers.telephony/databases/mmssms.db 

and

    /data/data/com.android.providers.contacts/databases/contacts.db

Edit: I couldn't get `adb pull` working (requires root, can't remember how to call `adb pull` with root) but I just opened `adb shell` and used `cp` as root to copy it to /sdcard.

Edit2: I found [this][1] thread and it looks like your directories might be different.


  [1]: https://android.stackexchange.com/questions/16915/where-on-the-file-system-are-sms-messages-stored