Usando PHP DOM para criar arquivos XML a partir de dados MySQL

$sql = 'select * from messages';
$run = mysql_query($sql, $link);

if( $run && mysql_num_rows( $run ) ) {
    $doc = new DOMDocument( '1.0' );
    $doc->formatOutput = true;
    $doc->preserveWhiteSpace = true;

    $root = $doc->createElement( 'data' );
    $doc->appendChild( $root );

    while( ( $fetch = mysql_fetch_assoc( $run ) )!== false ) {
        $node = $doc->createElement( 'node' );
        $root->appendChild( $node );

        foreach( $fetch as $key => $value ) {
            createNodes( $key, $value, $doc, $node );
        }
    }
    $doc->save("thexmlfile.xml");
}

function createNodes( $key, $value, $doc, $node ) {
    $key = $doc->createElement( $key );
    $node->appendChild( $key );
    $key->appendChild( $doc->createTextNode( $value ) );
}