$ mysqldump yourFirstDatabase -u user -ppassword > yourDatabase.sql$ mysql yourSecondDatabase -u user -ppassword < yourDatabase.sql
mysqldump -u <user> --password=<password> <DATABASE_NAME> | mysql -u <user> --password=<password> -h <hostname> <DATABASE_NAME_NEW>
Like accepted answer but without .sql files:
mysqldump sourcedb -u <USERNAME> -p<PASS> | mysql destdb -u <USERNAME> -p<PASS>