This can be done quite easily using Ensebl's BioMart.
Choose the Ensembl Regulation database:
Select the "Human Regulatory Features" dataset:

That's basically it right there, just click on "Results":

Export to file and click "Go":

This will download a file called mart_export.txt
which looks like this (I chose TSV for tab separated values):
$ head mart_export.txt
Chromosome/scaffold name Start (bp) End (bp) Feature type
18 76429380 76430144 Open chromatin
8 66405962 66406502 Open chromatin
4 61184401 61184600 CTCF Binding Site
X 40733600 40737000 Promoter
5 97407001 97407200 CTCF Binding Site
X 73946201 73946600 Promoter Flanking Region
15 19948201 19949200 CTCF Binding Site
5 11302601 11303143 Open chromatin
2 208407801 208408000 CTCF Binding Site
As you can see the format is pretty straightforward. The first column has the chromosome or scaffold name (it should always be a chromosome for human), the second and third are the star and end positions and the last field is the type of region.
You can also choose to limit by region type by choosing a filter (click the "Filters" link) in BioMart before downloading or by simply parsing the file once you've downloaded it.