Yes!

We have a private knowledge base article on how to use the Zimbra REST interface to download a zip of particular directories to your desktop.

Our private knowledge base is available to clients once they've signed up for service.

If you're an existing customer, login to the online help desk and find the article here.

There's also a Zimbra blog article about different formats in which you may retrieve data.  One of the best things about Zimbra is that it both standardizes your data, and makes it easily, securely accessible!