In Facebook:

Top right, click your profile picture, settings and privacy, and then click settings (or however you get to settings on your setup)

(Your facebook information) that's an option on the left - and that one allows you to switch photos/videos to another service. Also an option in there to download to your computer.

The one you really want though, is just beneath that - "Download your information". After you click view, you can click on the options to download, or all of them by default.

Click on "create file" and let her do it's thing and create an archive file for you to download. The more you have on there the longer it'll take and the larger the file. They will send off a notice to you when it's completed.

I think I may be done there soon too. You see me on there, ever see me post, you or Sharon? I used to... now only for private messaging, that's about it.