If you have pictures, songs or videos on your Zune device from your own library (IE, not purchased from Zune Marketplace, preloaded in your device, or received via wireless sharing), you can reverse sync these. That is, using the Zune software, you can copy content from your Zune device to your PC. I made a little screenshot tutorial:
First, note how my PC’s “My Videos” folder is empty:
I’ve decided to take a recorded/transcoded episode of The Office from my Zune device (“More Awesomer”) back to my PC. First, I connect More Awesomer to my PC – using either a primary sync relationship or Guest Mode (either will work).

Then I click the sync icon (highlighted in yellow), and drag the content from More Awesomer.
I then click “copy from device” in the lower right hand corner – this status bar pops up:
When the video finishes, you’ll see “Copied from device” in the status column:
And finally, note how the video is now in my video folder:

Give it a shot - it's actually pretty cool.