Actually Facebook has, and has had for the past few years, a "Download your data" option within the "Account Settings" page. That system collects your posts, me

Actually Facebook has, and has had for the past few years, a "Download your data" option within the "Account Settings" page. That system collects your posts, messages, friend list, events, photos, and albums into one zip file. The structure isn't terrible (HTML), but it changed fairly often.