$ ssh username@remotehost 'mysqldump -u -p tbl_name_1 tbl_name_2 tbl_name_3 | gzip -c -' | gzip -dc - | mysql -u -p
or try this
$ ssh username@remotehost 'mysqldump -u -p tbl_name_1 tbl_name_2 tbl_name_3' | mysql -u -p < /dev/stdin
Via Command-Line-Fu