You can export all the data into several CSV reports.
Goal Report -
This will export all the data of a specific goal (general goal information, performance and reaction data associated with this goal)
Reaction Report -
This will export all the data of a specific reaction (general reaction information, overall performance and daily analytics)
Lead report -
When using the Lead Capture goal, you can easily export the list of leads generated for that goal. Find this by clicking on your Lead capture goal and navigating to the Analytics tab.
You can select to either download the lead list, or the analytics.