When you disable iCloud Calendars or delete an iCloud account in OS X Lion v10.7.4 or later, you may receive an alert:
"If you stop using iCloud for Calendars & Reminders, calendars and reminders stored in iCloud will be removed from this Mac. Your calendars and reminders will still be available on other devices using iCloud."
Disabling iCloud syncing for Calendars & Reminders removes only the copies of your Calendars and Reminders from your Mac. Your data is still available on iCloud.com and on your other devices.
If you would like to save a copy of your calendar or reminder data to your computer, follow the steps below.
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- Click Cancel in the alert. 
	
- On OS X Mountain Lion, open Calendar. Select a calendar, and select File > Export > Export. If you'd like to save a copy of your reminders, open Reminders. Then, select a reminders list and select File > Export. If you're using OS X Lion, open iCal and select a calendar or reminder list. Select File > Export > Export. Repeat for each calendar or reminders list that you'd like to save. 
	
- Choose a safe place to save your calendar or reminder list (such as your Desktop or an external drive). 
	
- Click Export. This will create a ".ics" file in the location you specified. 
	
- Repeat steps 2-4 for each of your calendars or reminder lists you'd like to save. 
	
- Turn off iCloud Calendars or delete your iCloud account. When prompted to do so, choose to "Delete from Mac." 
	
- Double-click each ICS file created from step 5 above and import it into iCal. 

Learn more
These steps are only necessary on OS X. iOS and Windows both provide you with an option to automatically keep a copy of your calendar/reminder data when you turn off iCloud Calendars or delete your iCloud account.