You can now take your workspace's administrative audit log with you. In Settings, the Recent changes card in the Audit section has an Export CSV action that downloads the log as a file.
Each export is itself recorded in the audit log, so you can see who exported it and when. A single export holds up to 10,000 rows. If your log is larger, the card tells you the file was capped, so you can narrow it and export again. Exporting is available to admins.