Whether you want to export your data to have an offline version of a client's history, or to print your work over a period of time, or you just want to have a local backup of all your data, I'm sure you'll find this feature great. It's your data, so you should be able to do whatever you want with it.
To export your history go to the dashboard page and click the "Export history" link:
On the Export history page you can specify the items you want to export, you can export items by user, date or by the attached contact or project:
This feature is restricted to the admin users in your account. The exported data will be sent to your email address in batches of 2000 items or less in CSV format.