You can now download all Facebook data including your wall posts, messages, photos, videos in a single zip file and then browse through it locally. You can then browse through all your Facebook stuff locally. Here’s the procedure,
How To take a Backup copy of All Your Facebook Data
1. Login to your facebook account and go to Account > Account Settings in the top right menu.
2. On Account Settings page, scroll down to find the option that says, Download your information. Click on the learn more button and then click on the Download button on next page.
3. After clicking the download button, Facebook will send you the download link on the email address that is associated with your Facebook account. Click on this link, enter your Facebook password and download the zip file that contains all your Facebook data.
Here’s an official video tutorial that explains the above procedure in detail,
Once you have the backup zip file, you can extract it locally. Then click on the index.html file in the extracted folder to browse through all your Facebook data locally.