LiveJournal has had 3 owners, and a potted history of banning people for odd things.
- ljArchive is unmaintained, but still works (Windows only).
- Wordpress.com can import entire LiveJournals, including comments. Not sure if it's also available in the standalone Wordpress software, or only the hosted service.
- XJournal can download all entries (Mac only).
- LiveJournal's own export journal page can do a month at a time.
- LJMirgate can archive the entire journal, and optionally migrate to another LJ-based site like InsaneJournal or Dreamwidth. (Python).
- ljdump dumps to HTML, and can output the format expected by the Wordpress LJ import plugin. (Python).