Success always brings spinoff businesses. Thus we have the launch of Pin4Ever, which is a backup service for Pinterest. You create an account, run a backup, and you're done. Click here if you're interested in trying this free trial. If you like the free trail, the service is moderately priced ($19.99 per year).
If you're in business and want to have a backup of your pins, $19.99 is a drop in the bucket. If you're a casual pinner, I can't see where you'd be all that interested. You can always create a PDF of your boards but that requires more than the one-click Pin4Ever solution.
Click here to see the post on creating PDFs of Pinterest boards.