Credit Memo/Refund Export

From your control panel go to Orders > Credit Memos:

You can click the checkbox in the top left to select all credit memos, all visible ones on the page or unselect all.

If you want to select individual credit memos, simply check the box to the left of the credit memo number within the list.

Once you selected the credit memo to be exported, click on the Bulk Actions button and select one of the Export options.