Kernel modules are usually located in /lib/modules. You can create a backup by executing tar -c -f backup.tar /lib/modules/$(uname -r). This will create(-c) a backup of the modules of your current kernel(uname -a) in the file(-f) backup.tar.
Note that kernel modules for one kernel version do not necessarily work with another kernel version.
A few modules come with firmware typically located in /lib/firmware. You can find out with modinfo name_of_module. You should see something like "firmware: xyz-123.ucode".
If you need to pass any options to the modules in /etc/modprobe.d, you have to backup that file as well. You can find out with grep -r name_of_module /etc/modprobe.d.