There are a few ways you can use mysqldump to backup MySQL databases. You can write a php or bash script and then automate the process by scheduling it in cron. Here is an example of an sh script to backup a single database.

mysqldump --user=USER --password=PASSWORD DBNAME | gzip > DBNAME.gz

The above command will backup the database into a compressed gzip file. If you wanted to run the same command from a php script you could use the exec() command.

exec("mysqldump --user=USER --password=PASSWORD DBNAME | gzip > DBNAME.gz");

To backup all databases from a MySQL server at once you can use the --all-databases switch for mysqldump. The issue with this option though is that all databases get backed up into one .sql file. This will make it hard if you need to recover a single database as you will have to go through the backup file and try to extract only the database your want.

mysqldump --user=USER --password=PASSWORD --all-databases | gzip > DBBACKUP.gz

I have found that it is better to write a script that backs up all the databases into their own backup files. Now if you had hundreds or even thousands for databases you would want to create a script that gets all the database names and then loops through the backups. But if you one have a dozen or so you could just put multiple mysqldump commands in the script like this.

mysqldump --user=USER --password=PASSWORD DBNAME1 | gzip > DBNAME1.gz
mysqldump --user=USER --password=PASSWORD DBNAME2 | gzip > DBNAME2.gz
mysqldump --user=USER --password=PASSWORD DBNAME2 | gzip > DBNAME2.gz

After you have them backed up into gzip files you could download them via ftp, store them on another server, or backup that up to tape. This also comes in hand for moving a site from one server to another. Just transfer the db.gz file to the new server and restore the database to the new server.

To restore a database you would change the > to < in the command.

mysqldump --user=USER --password=PASSWORD < DBNAME.sql

So you could use the exec() function in a php script to restore a database like this.

exec("mysqldump --user=USER --password=PASSWORD < DBNAME.sql");