Blog Backups

Sure. You can temporarily set the number of posts that appear in your RSS feed to 10,000 or so and save the result for later use in any blogging tool, or simply take a backup of the database if you're using something like Wordpress or EE. Any control panel provided by your host will have that option.

Depending on how you post to your blog, and which, if any, program you have installed on your server, you can also use Blog to write & store your entries on your computer and to publish to your blog installation. I use Blog with a WordPress installation on my server and it works beautifully.