Note: Pat first wrote about this topic in 2010. Some things have changed since then, so I'm writing an updated post.
I'm thinking about cleaning up some of my Facebook data (remove old photos, posts, etc.). Although I'm pretty sure that any photos I have posted on Facebook are also backed up somewhere else, I want to be sure that I don't lose anything. After some Googling, I discovered that you can download the data from your Facebook account.
To get started, click on the arrow in the upper right-hand corner of the screen and choose Settings.
From your General Account Settings page, click General on the left side of the screen.
At the bottom of the General Account Settings, click on the Download a copy of your Facebook data link.
A new screen will appear. Click the green Start my Archive button. You will get a pop-up noting that it will take a little while to gather the archive data. Follow the prompts to continue - clicking another Start my Archive button and entering your password. You will get a confirmation message pop-up when this is complete.
Check the email account for the email address associated with your Facebook account. You will receive an email from Facebook stating that a download has been requested. You will get a second email when the download is ready. For me, the second email came one minute after the first email, but my Facebook account is not that large (not that many photos and no videos).
To download the data, click on the link from the second email stating that your download is ready. (Note that you can also go back into your account and click the Download a copy of your Facebook data link.) A new screen will appear. Click the green Download Archive button. You will get a pop-up asking you to re-enter your password.
After you have re-entered your password, the archive will download as a .zip file. Save the file on your computer and unzip the file to access the contents. Keep in mind that your Facebook data is private information. For more information on what information is included in your Facebook archive, see the Accessing your Facebook data help page.
You will be able to download your archive for a few days after you receive the email with the archive link. I was able to download my archive three days later but Facebook does not state exactly how long it keeps the archive available. If your download link has expired, you can start the process over to generate a new archive.
The downloaded archive can be challenging to navigate. The index.htm file is a good place to start (you can open this file with a web browser). For some additional information on navigating the archive files, see http://www.idownloadblog.com/2016/01/18/how-to-download-facebook-archive/.