There are a couple different methods depending on what your restore goals are. You can take a virtual machine image, and you can take a snapshot or backup of that while the virtual machine is still writing to that image. But, that's like walking up to a server and pulling the plug, then plugging it back in, hitting the power button and hoping it turns back on. Often times it works, the application may take care of itself and recover.
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Check out the entire Virtual server backup FAQ