not mysqldump, but mysql cli…
mysql -e "select * from myTable" -u myuser -pxxxxxxxxx mydatabase
you can redirect it out to a file if you want :
mysql -e "select * from myTable" -u myuser -pxxxxxxxx mydatabase > mydumpfile.txt
Update: Original post asked if he could dump from the database by query. What he asked and what he meant were different. He really wanted to just mysqldump all tables.
mysqldump --tables myTable --where="id < 1000" mysqldump --databases X --tables Y --where="1 limit 1000000"