http://codex.wordpress.org/Backing_Up_Your_Database

user@linux:~/files/blog> mysqldump --add-drop-table -h mysqlhostserver
 -u mysqlusername -p databasename (tablename tablename tablename) | bzip2
 -c > blog.bak.sql.bz2

user@linux> mysql -h hostname -u username -p databasename < blog.bak.sql

O también:

user@linux> bunzip2 -c filename.sql.bz2 | mysql -h hostname -u username - p databasename