The other day I needed to compare two tables and see what data was in one but not in the other.

table_a is my main table that I want to update and table_b is my storage table that I have my updates in. The query below will return all records that are in table_b, but no in table_a. Then you can take those results and use them to INSERT the missing records.

SELECT table_b.* FROM table_b
LEFT JOIN table_a ON table_b.id = table_a.id
WHERE table_a.item_id IS NULL

Update: 11/18/2010
JBES commented on another way to do the same thing. I tried it on two tables with over 4 million records and the difference in performance was very minor. But if you notice any huge difference, please let us know in the comments. (this method is a little cleaner IMHO)

SELECT * FROM tblA
WHERE tblA.ID
NOT IN (
   SELECT tblB.ID
   FROM tblB
   WHERE tblA.ID=tblB.ID
)