If you have a blog at wordpress.com, you dont have to worry about your content at all! WordPress manages all our content over multiple databases across many servers at different locations! Which means, not only is your content distributed worldwide, easy to access to anyone from anywhere in the world, it also means that your content is safe.
If you are still so concerned about your content, (and you are proficient in PHP or any web languages) you can build an RSS reader which does the job for you. But IMHO, its not at all necessary.
And if you have a self-hosted blog (not on wordpress.com) then you'll find several plugins to do the job for you. :-) Search here: http://wordpress.org/extend/plugins