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For Neo4j you have this https://support.ptc.com/appserver/cs/view/solution.jsp?n=CS210062
I am using Postgre sql, and I wanted the backup of Thingworx data in Thingworx Storage.
There is a guide to backing up a Postgre DB here, I use a simple script on my development (windows) PC based on the linked document:
F:/postgreSQL/db01/bin\pg_dump.exe --host localhost --port 5432 --username "postgres" --no-password --format custom --blobs --verbose --file "F:\ThingworxDBBackup\Thingworxdata%date:~6,4%%date:~3,2%%date:~0,2%.backup" "thingworx"
move "F:\ThingworxDBBackup\Thingworxdata%date:~6,4%%date:~3,2%%date:~0,2%.backup" E:\Backups\
The first line dumps the database and the second moves the dump file to a secondary drive
Possibility of Creating an extension for ThingWorx Postgres Data Backup
Using psql terminal or PdAdmin III tool
pg_dump -h localhost -p 5432 -U postgres thingworx > D:\filename.sql
Full documentation