Multiple-column foreign key in MySQL?

Something like this ought to do it:

CREATE TABLE MyReferencingTable AS (
   [COLUMN DEFINITIONS]
   refcol1 INT NOT NULL,
   rofcol2 INT NOT NULL,
   CONSTRAINT fk_mrt_ot FOREIGN KEY (refcol1, refcol2)
                        REFERENCES OtherTable(col1, col2)
) ENGINE=InnoDB;

• MySQL requires foreign keys to be indexed, hence the index on the referencing columns
• Use of the constraint syntax enables you to name a constraint, making it easier to alter and drop at a later time if needed.
• InnoDB enforces foreign keys, MyISAM does not. (The syntax is parsed but ignored)