The better way, programmatically speaking, is gathering data from INFORMATION_SCHEMA.KEY_COLUMN_USAGE table as follows:
SELECT
`TABLE_SCHEMA`, -- Foreign key schema
`TABLE_NAME`, -- Foreign key table
`COLUMN_NAME`, -- Foreign key column
`REFERENCED_TABLE_SCHEMA`, -- Origin key schema
`REFERENCED_TABLE_NAME`, -- Origin key table
`REFERENCED_COLUMN_NAME` -- Origin key column
FROM
`INFORMATION_SCHEMA`.`KEY_COLUMN_USAGE` -- Will fail if user don't have privilege
WHERE
`TABLE_SCHEMA` = SCHEMA() -- Detect current schema in USE
AND `REFERENCED_TABLE_NAME` IS NOT NULL; -- Only tables with foreign keys
There are more columns info like ORDINAL_POSITION that could be useful depending your purpose.
More info: http://dev.mysql.com/doc/refman/5.1/en/key-column-usage-table.html
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