How to export databases through command line?

mysqldump -uUSERNAME -pPASSWORD -hHOSTNAME USER_DATABASE > FILENAME.sql

Then import using:

mysql -uUSERNAME -pPASSWORD -hHOSTNAME USER_DATABASE < FILENAME.sql

mysqldump -u user -p db_name > db_file.sql

Edit: based on the comments on another answer.

If MySQL server allows for remote connections, then you can run this command on another machine you do have access to.

mysqldump -h hostname-of-your-server -u user -p db_name > db_file.sql