I prefer not to export - what I do is bring up the html editor, highlight everything and copy.

Then in WP I repeat the process with a paste - bring up the html editor (also called the code editor) paste, and publish

There is no direct route... only a "scenic" route.   Personally, I prefer to publish the original content on one blog and do some teaser copy, with a link, on the other blog.  Which blog gets the full original content depends on the subject matter.  

Google doesn't penalize for posting the same content on two different sites.... but maybe that needs to be confirmed by Katerina!!

I wouldn't post duplicate content on your WP site and AR. I would first post on WP and then edit a copy and post on AR. Or write a teaser on AR to direct readers to the main article on your WP site. See what Carol Williams says!

Corinne Guest, Managing Broker is hands down the expert authority on this matter.  The platforms are incompatible.  I would post on your WordPress site first ... after Google indexes the WP post ... share on AR.   Provide a link on the AR post where the original post was published ... i.e. your WP site. 

I always write my posts in my word processing software, so I can just copy and paste them wherever I want them.

Something to remember, you do not want to get penalized for "duplicate content" with Google. 

2014 is ancient in the tech world.  I would heed the advice of Corinne Guest, Managing Broker.

I don't believe it can be done anymore.  I just copy the blog body before hitting publish on AR and paste it into a new post on my WordPress site.

I found this article.  http://activerain.com/blogsview/4341116/ask-an-ambassador---how-to-import-your-active-rain-posts-to-wordpress

Way above my intellectual database. 

Thanks for sharing your experience.

Nathan Gesner, I've only imported blog posts/content from one WordPress website to another. So, I'm not sure if it will work with Active Rain or not, but you might want to try using a WordPress importer plugin.

Here's an example of one, but there are others you can check out...
https://wordpress.org/plugins/wordpress-importer/

I'm not sure this is still possible.

Have not tried this, and sounds like it won't work.   Copy and paste to your WP site.

I don't have an answer for you, but I like what Carol Williams has to say. Makes sense. 

Corinne Guest, Managing Broker nailed this one!

Sorry, I have no idea. Hopefully, others have given you some.

I do not believe that you can

Copy and paste the html code, it is slow but the results are more reliable.

Jennifer Mackay gave you a good answer. A

Nathan Gesner - the common link I see between the two is HTML code.

Copy HTML code from one to another - and it should work. Sounds simple - though it may not be as simple.

Doesn't sound like much fun...

Don't do it, Nathan Gesner - post to your WP site FIRST!  If you don't do that, just re-write your blog posts that you've already written here before you post to your site.  You'll be penalized by the search engines for having duplicate content! 

I have mine saved on word documents. I would copy and change the post one by one.

You should not export your blog from AR to your Wordpress Site. That makes no SEO sense. 

You need to post to your WP site first, then wait until the page is indexed, then go and post it to AR blog. Then link to your WP site from your AR blog. 
I answered some questions about the duplicate content myth. 

I just ranked a client on page one in 3 different spots for the same content. The only thing we change out is the description tag and the title tag sometimes. 

great read so far

Others have answered 

Contact AR support to see if that feature still works.  It was written a number of years ago.