[evincarofautumn]

You can download all your data[1]. You can also use the API (as an app, not an individual, IIRC) to query whatever else is visible to you. So someone could conceivably create a competing social network and offer an “import all Facebook data” feature, modulo privacy/legal concerns.

[1]: https://www.facebook.com/help/131112897028467/

[fit2rule]

As has been noted: no, you cannot 'dump all your data'. In face Facebook goes out of its way to make sure you don't know everything they know about you .. that is the point entirely.

[pmlnr]

Nonsense. That thing they offer as download doesn't even have the comments I left on not my posts.