Exporting to .eps using QGIS

This feature seems to be platform-dependent.

On Windows standalone and OSGEO4W (QGIS 2.16 and qgis-dev 64-bit), available formats are BMP,ICO,JPG,PNG,PPM,TIF,XBM and XPM.

Ubuntu and similar (debian and ubuntugis repo) have additionally BW,EPS,EPSF,EPSI,JP2,PCX,PIC,RGB,RGBA,SGI,TGA,WEBP and XV.

This seems to be introduced some time after QGIS 2.8.1.

You can install Ubuntu or Linux Mint in a virtual box to get the feature on a Windows machine too. Using shared folders, you can even access .qgis project files inside the guest system.

The print composer has additional exports to SVG and PDF as separate menu entries, but a warning regarding SVG export.

Keep an eye on http://hub.qgis.org/issues/15443 for progress on the matter.