Unfortunately, transferring TurboTax Online returns into TurboTax CD/Download is not possible. TurboTax Online can't create .tt files, which is what TurboTax CD/Download uses.
You can still print or download a PDF copy of your TurboTax Online return. Please see this TurboTax FAQ for instructions: In the online edition of TurboTax, how do I print a copy of my tax return?
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