FogBugz 7 and later has an Excel export functionality straight out of the grid view. If you want to export all edits for your cases, you can do so using the XML API (without doing any programming).
For older versions, there's a blog post about using the API and Excel 2007's data import functionality here:
http://www.fogcreek.com/FogBugz/blog/post/An-API-Tutorial-Plus-Excel-2007-Export-Plus-Zombies!.aspx