Google has just announced the availability of a Zip export tool for waves created in the almost defunct Google Wave. This looks like it's just the first step of many that will let you get the data you've created in Wave out of the service before it's eventually shut down forever.
Within any wave, there's now an Export menu that lets you save the wave and any attachments that have been added to it into a Zip archive. Of course, manually saving each wave may work well for those who only have a handful of waves they want to save, but isn't really a viable option for Wave power users (because apparently there were some of those). For them, an easier batch export method is coming soon.
Google aims to keep Wave available at least until the end of this year,and, rather intriguingly, has announced it's working on "ways for you to access waves through Google Docs". This may just mean that a tool to import waves into Google Docs will be made available -- or perhaps Google had a change of heart and is going to bake some kind of Wave functionality into Docs? Time will tell, for sure.