I didn’t know such a thing exists.

kostja@bodhi:/usr/share/vim/vim70/syntax> ls -al mysql.vim 
-rw-r--r-- 1 root root 16078 2006-05-24 20:16 mysql.vim

kostja@bodhi:/usr/share/vim/vim70/syntax> head -7 mysql.vim 
" Vim syntax file
" Language:     mysql
" Maintainer:   Kenneth J. Pronovici <pronovic@ieee.org>
" Last Change:  $date: 2004/06/13 20:12:39 $
" Filenames:    *.mysql
" URL:		ftp://cedar-solutions.com/software/mysql.vim
" Note:		The definitions below are taken from the mysql user manual as of April 2002, for version 3.23

To enable it in the editor:

:set filetype=mysql

Or, in your .vimrc to highlight all .sql and .test files:

if has("autocmd")
        autocmd BufRead *.sql set filetype=mysql      
        autocmd BufRead *.test set filetype=mysql