Yes. Tumblr users can download a ZIP file containing all of their data by navigating to the Settings tab, clicking their blog name in the bottom-right, and hitting the Export [blogname] button. Your download will take a while to process, though, and older accounts will likely take longer given there’s more data to account for.
Sooner or later, a new button will appear, marked Download backup. When the download finishes, you can open the file to view all of your posts, any images you uploaded, and any messages you sent. This also includes draft posts and reblogs, so it’s a pretty comprehensive overview of everything you did on the platform.