Answer
Custom Events themselves are stored in FND_EVENT_TAB, and their associated Event Actions are stored in FND_EVENT_ACTION_TAB — querying (select * from fnd_event_tab; select * from fnd_event_action_tab;) gives you the underlying data needed to build a periodic export/backup process for Custom Events and Actions, the same way you might already be exporting stored procedures and other database objects as SQL files for version control.