If all the databases exist on the same MySQL server, there is no need to set up anything special. You can query against tables in any database, using dbName.tableName. For example:
SELECT * FROM db1.table1 JOIN db2.table2 ON (table1.id = table2.id);
If your databases are on different servers, you can either set up replication so that one server gets an update copy from the other, or you can use the FEDERATED storage engine to define a sort of symbolic link to a remote table.
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