Facebook has announced new features that allows user to download their Facebook profile information into single zip file including all Profile, Photos, Friends, Wall Posts, Messages, Notes and more. This new feature is announced by Facebook CEO Mark Zuckerberg on event in Palo Alto.
The feature to download your personal information from Facebook in single zip format will not delete it from your Facebook site, instead it gives backup to your social information shared on Facebook.
The feature is still unavailable but expected to get the taste of this soon. For a meantime you can learn how to use this feature on Facebook. You can easily get your all Facebook information in a zip file by accessing it from Account > Account Settings > Download Your information.
Note that the download information can include all your Facebook activities such as friends list, Facebook profile, events, photos, videos, wall posts, inbox messages, friends and notes into a zip file.
You can also check the video to know more about this features:

the above mentioned download facebook info option is not showing in my fb account??? is there any country restrictions?
this option is still not available for some users. Wait for a while, you will soon get this update on your facebook
Still not available. How long is this supposed to take?
I followed all the steps FIVE TIMES.
each time after answering the photo-security questions, on the last one, it would say “you have answered enough questions, press “submit” to begin downloading.
AND THEN NOTHING HAPPENS.
NOTHING. NO DOWNLOAD, NOTHING. A BLACK PAGE, AND AS I SAID…
NOTHING.
I checked all my drives to see if it had downloaded quickly and it appeared that nothing had downloaded. what’s more, wouldn’t know the name of the file in question anyway.
thanks!