Sometimes, you need to do a full dump of your databases to import to another server.
First, make sure you are taking no writes to the database (unless EVERY table is InnoDB). If the former is true:
mysqldump -uUsername -p -A > dump.sql
If the latter is true (all tables InnoDB, except of course the mysql DB):
mysqldump -uUser -pPass --single-transaction -A > dump.sql