There’s a plugin called NppExport that does just that in a couple of available formats. If you don’t have NppExport yet, you can download it through the inbuilt plugin manager.
update As of version 6.1.5 (or maybe earlier) this ships with a standard install of Notepad++
update As of 2019 NppExport is not included by default in the Notepad++ 64 bits version (github issue). You can download the 64 bits version of NppExport here: [github]