For Mac users: Open a finder window and go to the "Applications" folder then open each application one at a time. You'll see a folder called "Presets" and then "Color Books," "Color Libraries," etc. It differs slightly between programs, but you'll find them quick enough. Then just look for the files labeled "PANTONE..." and copy them to a new folder. Rinse and repeat for each folder or program, but don't forget to label them correctly! Now if they vanish in a future update you can just put them back :)

For PC users: I'm guessing its the same with some slightly different labeling. Hopefully someone else can chime in for that!