Powering an Arduino Mega with external USB Power Bank?
I have a "USB power bank" with two USB ports, which I use to power some projects.

I have discovered that my bank (i.e. your mileage may vary!) shuts off unless my project draws at least 50mA. If your project does draw at least that at ALL times, you should just be able to plug a USB cable directly from the powerbank to the project.

For some other projects, I have bought a USB cable (USB A to USB A) which I cut in half, stripped the wires, then used a multimeter set to "Volts" to work out which wire was +5V and which was GND; I connect these straight to the 5V/GND on my project. To make sure at least 50mA was drawn at all times, I put a 100 Ohm resistor from +5V to GND (at LEAST 1/4 watt!!). This obviously wastes a lot of power (turning it into 1/4 watt of heat), but it keeps the power bank "awake". By using a USB A to USB A, I now have two cables.

My power bank also has a "torch" (led) integrated; if the torch is on, it also stays awake.