Notes
How to dump remote MySQL database to a local file
$ ssh <user@server> "mysqldump --user=<dbuser> --password=<dbpassword> \
<dbname> | bzip2 --stdout --force" | bzip2 --decompress --stdout \
> <dbname>_$(date +%Y-%m-%d_%H:%M:%S).sql
To dump data only:
$ ssh <user@server> "mysqldump --user=<dbuser> --password=<dbpassword> \
--compact --no-create-info --complete-insert \
<dbname> | bzip2 --stdout --force" | bzip2 --decompress --stdout \
> <dbname>_$(date +%Y-%m-%d_%H:%M:%S).sql