Whole assembly (.sldasm) files typically contain several parts (.sldprt) which can then be exported as STL files for 3D printing. Not every program can convert assemblies directly to STL, most of them can convert just parts. Which means that it actually might be worth checking sldprt to stl conversion for more options.
Open SLDASM file Open STL fileA set of 3D modeling tools
An online CAD conversion service
A CAD converter with huge format support
A CAD visualizaton, analyzation and translating system
A commercial online CAD converter
A 3D CAD translation software
A dedicated CAD converter