Creating a 'shadow' database in MySQL
In Oracle Database world, what you are describing sounds like dNFS-based cloning (http://www.oracle.com/technetwork/server-storage/hardware-solutions/o13-022-rapid-cloning-db-1919816.pdf [PDF], https://oracle-base.com/articles/11g/clonedb-11gr2).

Start with a read-only copy of all the data files, which are read by the clone instance.  Changes/writes are written to delta files ("copy on first write"), and the database looks to these delta files before looking at the read-only copies.  This provides full "copies" of the database content in remarkably little space.  The whole lot can be rolled back by shutting down the instance and removing the delta files.

I've never seen such a thing in MySQL.  It might be possible with fancy storage tricks, but I don't think it's a feature that the database supports.