Backup all SSAS databases using TSQL
This script enumerates all SSAS databases and backups them using a MSOLAP linked server.
Especially usefull if your BI dudes don't allways tell the DBA they added a new SSAS database, but *do* expect that everyting is allways backed up!
Usage:
Set the backup path to your desired location (line 15)
Replace the <YourServerName> stub, and run the commented part of the script once (between /* and */) , this will setup a linked server for the XMLA script
And thats it, hit F5 and see the .abf files apearing 
After that you can tweak it to your specific situation, have datetime stamps, etc.
Enjoy,
Theo
-- *********************************************************************************
-- Name: Backup all SSAS databases
-- Description : Enumerates and backups all SSAS databases using MSOLAP linked server
-- Used By: Backup all job
-- Author: Theo Ekelmans
-- Version/Date: 1.0, 2012-03-13
-- **********************************************************************************
DECLARE @name VARCHAR(50) -- Cube name
DECLARE @path VARCHAR(256) -- Backup path
DECLARE @fileName VARCHAR(256) -- Backup filename
DECLARE @DT VARCHAR(20) -- Used for optional file name timestamp
Declare @XMLA nvarchar(4000) -- The SSAS command in XML format
SET @path = 'B:\SQL_backup\' + @@SERVERNAME + '\' -- Do not forget to add on the closing backslash !!!
/*
-- Setup a linked server first: replace <YourServerName> for your servername
USE [master]
EXEC master.dbo.sp_addlinkedserver @server = N'<YourServerName>-SSAS', @srvproduct=N'', @provider=N'MSOLAP', @datasrc=N'localhost'
EXEC master.dbo.sp_addlinkedsrvlogin @rmtsrvname=N'<YourServerName>-SSAS',@useself=N'False',@locallogin=NULL,@rmtuser=NULL,@rmtpassword=NULL
EXEC master.dbo.sp_serveroption @server=N'<YourServerName>-SSAS', @optname=N'collation compatible', @optvalue=N'false'
EXEC master.dbo.sp_serveroption @server=N'<YourServerName>-SSAS', @optname=N'data access', @optvalue=N'true'
EXEC master.dbo.sp_serveroption @server=N'<YourServerName>-SSAS', @optname=N'dist', @optvalue=N'false'
EXEC master.dbo.sp_serveroption @server=N'<YourServerName>-SSAS', @optname=N'pub', @optvalue=N'false'
EXEC master.dbo.sp_serveroption @server=N'<YourServerName>-SSAS', @optname=N'rpc', @optvalue=N'true'
EXEC master.dbo.sp_serveroption @server=N'<YourServerName>-SSAS', @optname=N'rpc out', @optvalue=N'true'
EXEC master.dbo.sp_serveroption @server=N'<YourServerName>-SSAS', @optname=N'sub', @optvalue=N'false'
EXEC master.dbo.sp_serveroption @server=N'<YourServerName>-SSAS', @optname=N'connect timeout', @optvalue=N'0'
EXEC master.dbo.sp_serveroption @server=N'<YourServerName>-SSAS', @optname=N'collation name', @optvalue=null
EXEC master.dbo.sp_serveroption @server=N'<YourServerName>-SSAS', @optname=N'lazy schema validation', @optvalue=N'false'
EXEC master.dbo.sp_serveroption @server=N'<YourServerName>-SSAS', @optname=N'query timeout', @optvalue=N'0'
EXEC master.dbo.sp_serveroption @server=N'<YourServerName>-SSAS', @optname=N'use remote collation', @optvalue=N'true'
EXEC master.dbo.sp_serveroption @server=N'<YourServerName>-SSAS', @optname=N'remote proc transaction promotion', @optvalue=N'true'
*/
-- Change timestamp to this format: _YYYY-MM-DD_HHMMSS
Set @DT = '_' + Replace(Replace(Convert(nvarchar, getdate(), 120), ':', ''), ' ', '_');
DECLARE curCube CURSOR FOR
SELECT CATALOG_NAME
FROM openquery([<YourServerName>-SSAS], 'SELECT [CATALOG_NAME] FROM $SYSTEM.DBSCHEMA_CATALOGS') as a
OPEN curCube
FETCH NEXT FROM curCube INTO @name
WHILE @@FETCH_STATUS = 0
BEGIN
-- Create the XMLA string (overwrites the same files again and again)
Set @XMLA = N'
<Backup xmlns="http://schemas.microsoft.com/analysisservices/2003/engine">
<Object>
<DatabaseID>' + @name + '</DatabaseID>
</Object>
<File>' + @path + @name + '.abf</File>
<AllowOverwrite>true</AllowOverwrite>
</Backup>
';
-- Create the XMLA string (add a DT stamp to the filename)
-- Set @XMLA = N'
-- <Backup xmlns="http://schemas.microsoft.com/analysisservices/2003/engine">
-- <Object>
-- <DatabaseID>' + @name + '</DatabaseID>
-- </Object>
-- <File>' + @path + @name + @DT + '.abf</File>
-- <AllowOverwrite>true</AllowOverwrite>
-- </Backup>
-- ';
-- Execute the string across the linked server (SSAS)
Exec (@XMLA) At [<YourServerName>-SSAS]
FETCH NEXT FROM curCube INTO @name
END
CLOSE curCube
DEALLOCATE curCube
