Loop over all tables of a MySQL database and convert them to `utf8` character set. Also make them use `utf8_unicode_ci` collation. You are encouraged to use the PHP CLI (i.e. run the script from the command line), simply because it may take a while. (On the webserver the script may timeout.)

mysql-alter-tables.php

<?php

    // configuration
    mysql_connect("host","username","password");
    mysql_select_db("database");

    // do it
    $resource = mysql_query("SHOW TABLES");
    while ($row = mysql_fetch_array($resource)) {
        $table = $row[0];
        $query = mysql_query(sprintf(
            "ALTER TABLE `%s` CONVERT TO CHARACTER SET utf8 COLLATE utf8_unicode_ci",
            $table
        ));
        if ($query === true) {
            echo $table . ": OK\r\n";
        }
        else {
            echo $table . ": ERROR\r\n";
        }
    }
    exit();

...thanks for the insides!