Tweet Scan allows you to download and backup all your Twitter updates and replies going back to December 2007 as a CSV file.

Note that you need to provide Tweet Scan your Twitter credentials for it to work. Also, a lot of messages and replies seem to be randomly missing from the backup zip file.

If you’re not too keen on sharing your Twitter credentials (given the recent incidents), you could directly use the Twitter API. Replace your user name in this URL, and download the XML file – http://twitter.com/statuses/user_timeline/YOURUSERNAME.xml?count=500&page=1. Thanks Mashable.