Thread: Completed Tasks
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I'd check with the support ninjas to be sure, but there may be a large number of completed actions in a database: not exporting them may be by design. (Imagine it's the first export after a year of using OmniFocus, for example.)

That said, one of the sync types that OmniFocus supports is "Disk", which is intended for pretty much exactly the use case that you're describing. You plug the thumb drive into one of your Macs, and OmniFocus uses that instead of the MobileMe server. Does that help?