Yes, but it's pretty complicated. You will (probably) need: XSI Modtool (It's free) and the Valve plugin (Google it) and possibly a Source model compiler/decompiler.
Or if you have 3DS Max it's a lot easier, but I'm guessing you don't.
Anyway, check this tutorial: http://www.gamebanana.com/source/tuts/7109
It's kind of outdated, though, so here's a good place to look for the models if you don't see them in your hl2/hl2/models folder.
steamapps/<username>/sourcesdk_content/hl2/modelsrc (If there is no sourcesdk folder, then go to Steam > Tools > Source SDK and install it, and maybe even run it to make it refresh all the files/whatever. Don't think you need to, though.)
I found a lot of SMD files in there. The only thing you'd really need to do with the SMDs is (so ignore the tutorial above if you can see these files) go to XSI Modtool and import them using the Valve plugin. Then export them to OBJs and then they're in Anim8or.
Let me know if you need more help.
I haven't tested this myself, so I don't know if it will work.
Also, if none of that is working for you and you can find the original mdl/bsp/etc files. Then check this program http://nemesis.thewavelength.net/index.php?c=205&o=45
It will let you export to OBJ too.