This is a job for `EventHandler`:

    EventHandler[
       Slider2D[Dynamic[{x, y}], {{0, 0}, {5, 8}, {1, 2}}],
       {"MouseUp" :> AppendTo[datalist, {x, y}]},
       PassEventsDown -> True
    ]

![Mathematica graphics](https://i.sstatic.net/rvCjg.png)

Follow the data acquisition with a `Dynamic`:

    Dynamic[datalist]

> {{1,1},{3,4},{2,2},{2,4}}

`PassEventsDown -> True` is necessary to prevent `EventHandler` to eat up the MouseDrag events that are necessary to make the `Slider2D` move. To let `Slider2D` update x and y the `Dynamic` is necessary. This is well documented in the [Slider2D documentation](http://reference.wolfram.com/mathematica/ref/Slider2D.html).