http://dev.mysql.com/doc/refman/5.0/en/insert-select.html
INSERT INTO targetDB.targetTable SELECT * FROM sourceTable
Of course, you will need to create the target table and set up its structure first. I don't know of a way to copy the structure and data with one query.
Edit: For quickly copying the structure, maybe you could use...
CREATE TABLE targetDB.targetTable LIKE sourceTable
http://dev.mysql.com/doc/refman/5.0/en/create-table.html
Edit 2: Upon further reading of the above link, it seems that you can do...
CREATE TABLE targetDB.targetTable SELECT * FROM sourceTable
To copy the structure and data at once. Amazing.
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