Apparently items with the following criteria are marked as 'Archived' in Salesforce.
- Events with a create date greater than 365 days old
- Closed tasks with a due date greater than 365 days old
- Closed tasks without a due date that were created more than 365 days ago
In order to pull out ALL activities you need to use the Export All function in APEX data loader. A single export of all activities with no criteria will return all archived and non-archived results.
Here is a link to the Salesforce support question.