Are you looking for a 'semi-maual' way? Juli's suggestion will work fine then.
That will suffice in most cases.
Some times, we need totally automatic, real time way to export such data. If you want a total automatic way, there is no 'built-in' way in Marketo to do that.
There are a couple of ways with the help of custom development though.
One using webhooks, using API or using Informatica etc
I used these methods in my engagements successfully.
Rajesh