You will need to manually back up yourself. You can also automate this by writing a script that copies from the following folders to your backup device
Windows Vista, Windows 7 (Chrome Dev, Beta, Prod Channels):
C:\Users\<username>\AppData\Local\Google\Chrome\User Data\Default
Windows Vista, Windows 7 (Chrome Canary Build):
C:\Users\<username>\AppData\Local\Google\Chrome SxS\User Data\Default
OSX:
/Users/<username>/Library/Application Support/Google/Chrome/Default
Ubuntu:
/home/<username>/.config/google-chrome/Default