BrainKing supports an export of selected game types (chess, checkers, backgammon, ...) in text formats (pgn, pdn, mat, ...) which can be imported to many third party applications. Paying members also have an option to download all (or selected) games of the chosen type as a zip archive, containing text files of the particular games.
(hide) If you don't want other users to know what you are doing you can change into cloak mode in Settings (paying members only). (pauloaguia) (show all tips)