You can use Taps (https://devcenter.heroku.com/articles/taps) to pull data down from your PG database. Using Taps, you can do specific table(s), like such:
heroku db:pull --tables users
You can do more than one table as well where the table names are comma delimited, like:
heroku db:pull --tables users,posts
Edit: As some comments have pointed out, taps has been deprecated and replaced.
New mechanism is through pg:pull
and pg:push
which can be seen by their new docs (https://devcenter.heroku.com/articles/heroku-postgresql#pg-push-and-pg-pull).
No longer supporting individual tables, you can pull the db to your local by the following example:
heroku pg:pull HEROKU_POSTGRESQL_MAGENTA mylocaldb --app sushi
or updating the remote from your local:
heroku pg:push mylocaldb HEROKU_POSTGRESQL_MAGENTA --app sushi