In Google Analytics, open Marketing Optimization, then Visitor Segment Performance. Click on Geo Map Overlay and you get their best world-map overlay. If you look at the upper right of the data window, you see an Export section, and the first icon is a T. Click it and cut the data out, then paste it here and hit Submit.
This file is returned to your browser with the proper MIME type for Google Earth, and upon submission it may open up in Google Earth immediately. If not, you will be prompted to save a file that is in Google KML format. Some browsers may give the file a .php extension. You can rename the file to a .kml, which will open in Google Earth when you double-click it.
This service is comment-ware—if you use it, please stop by and drop me a note at my Google Analytics to Google Earth page. You can also get the source code to the program that converts the data as well as a Linux binary if you don't want to compile it yourself.
It's been a little over a month since I posted this utility, and it's tripled my traffic! Funny, I only see about 15 comments on my page. I reiterate, this feature is comment-ware—if you use it I ask that you leave a comment if you haven't already. Come on, it doesn't take that long, and I like to hear from people that use it.
Thanks to Stefan Seiz, who sent me a modified version of this program, you now have two choices, either my original or the new Seiz version. If you like Stefan's version better, let me (and Stefan) know about it. As always, any more improvements are quite welcome and will be added to the online utility.