I just stumbled over this, and I find it totally worth writing up. You can directly export a pipermail archive in mbox format. This means that it's no longer a major problem to change a mailing list hoster, you can just grab the archives and have the new one import it, so that the complete history remains in one place (ok, there often are public archives as well, but they are not yours - the pipermail one usually is, and it should be!).
The magic URL is:
You go to that URL as adapted for your mailing list, log in, then go back to that URL (it usually redirects you somewhere else) and there you go, the download starts. I''m totally happy about this feature.