Yes there is.
On the Snippets menu, select the checkboxes next to the snippets you want to export. If you want to export all snippets, select the checkbox right at the top. Then go to the Bulk Actions menu at the top or bottom of the page and choose Export.
This will generate an XML export file which can be later imported into any site with the Code Snippets plugin installed by visiting the Tools » Import menu on that site and selecting the Code Snippets Importer.
There is also another action available in the Bulk Actions menu: Export to PHP. This will generate a .php file containing all of the code of your snippets which can be included in a functions.php file or a plugin.
