Altering all tables in a database to change their collation can be a tedious task if needed on a large database. This nifty little trick based on a SO answer (http://stackoverflow.com/a/19462205) returns a list of all altercommands for the tables in a database, to make your life a bit easier.

mysql-alter-collation-on-all-tables.sql

/*
Get a list of all ALTER commands needed to change collation on all tables in the given database
Note: Remember to set your database name on line 7, and change utf8_swedish_ci to the collation of your choice
 
Props goes to this answer on StackOverflow: http://stackoverflow.com/a/19462205
*/
SELECT CONCAT("ALTER TABLE `", TABLE_NAME,"` CONVERT TO CHARACTER SET utf8 COLLATE utf8_swedish_ci;") AS mySQL
FROM INFORMATION_SCHEMA.TABLES
WHERE TABLE_SCHEMA="YOUR_DATABASE_NAME"
AND TABLE_TYPE="BASE TABLE"