From remote to local
ssh SERVER.ADDRESS.COM -R3307:localhost:3306 \
'mysqldump -uroot --all-databases | mysql -uroot -h127.0.0.1 -P3307'
From remote to local (individual table)
ssh SERVER.ADDRESS.COM -R3307:localhost:3306 \
'mysqldump -uroot DATABASE TABLE | mysql -uroot -h127.0.0.1 -P3307 DATABASE'
From local to remote (individual table)
ssh SERVER.ADDRESS.COM -L3307:localhost:3306
mysqldump -uroot DATABASE TABLE | mysql -uroot -h127.0.0.1 -P3307 DATABASE
Full explanation: StackOverflow
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