mysqlhotcopy is a command line utility written in Perl.
mysqlhotcopy backs up the files which make up a database.
mysqlhotcopy has the advantage of combining several different commands that lock the tables etc to prevent data corruption.
The syntax is:
$ mysqlhotcopy -u -p /backup/location/
Which SHOULD copy all the tables (*.frm, *.MYI, *.MYD) into the new directory.
The script does require the DBI perl module though.
To restore these backup files simply copy them back into your MySQL data directory.