I'm sure of that an option to save 3d data from Google Earth (OSM 3D or any other GIS service) will be avaliable some day but now we have to do weird things to get that data. I hope this tutorial helps someone.
1. 3ds max 2011 or earlier (there is no .3dr import plugin for older versions)
2. 3D Ripper DX deep-shadows.com/hax/3DRipperDX.htm
3. GE v.220.127.116.1113 oldversion.com/windows/google-earth-6-2-2-6613
4. Patience (sometimes it doesn't work as it should or doesn't work at all)
Important hints :
1. When 3D Ripper is ready you can see yellow sign "Ready to capture" and then you hit F12 (capture button by default) and nothing happens. To force capture you have to do LMB click (or click and hold) in the 3d viewport of GoogleEarth and press F12 simultaneously
2. Sometimes 3D Rippers creates only .3dr file without any .dds textures. Don't worry - just close application launched from 3D Ripper (GoogleEarth in this case), run 3D Ripper again and Launch the application (Google Earth). And you will see that textures magically appear in the capture folder. Looks like they stuck somewhere in a memory buffer and 3D Ripper relaunch force them write to disk.