The standard mysqldump command that I use is
mysqldump --opt --databases $dbname --host=$dbhost --user=$dbuser --password=$dbpass | gzip > $filename >
mysqldump --opt --databases $dbname --host=$dbhost --user=$dbuser --password=$dbpass | gzip > $filename
For every MySQL server account, dump the databases into separate files
For every dump file, execute this command:
cat dump_user1.sql dump_user2.sql | gzip > super_dump.gz
There is a similar post on Superuser.com website: https://superuser.com/questions/228878/how-can-i-concatenate-two-files-in-unix