This tool lets you download all the training data from Garmin Connect in one zip file. It doesn't matter if you have only a single Garmin device or a family of Garmin devices.

You can select any training data you wish to download from your list. For instance, you can choose the hiking activity, the skiing activity, the cycling activity, or you can choose multiple activities and download the data from all of them in one zip file.

After that, you can use this tool to save that zip file to your computer.