You can back up a directory hierarchy or complete file system to any media using GNU tar or cpio, the standard *nix tools for this purpose. tar seems to be the more commonly used program currently, and includes command line options to make compressed, incremental, and multi-volume backups. Complete information is contained in the documentation, which is in GNU Texinfo format.
The free program, Amanda, receives a lot of mentions on Usenet. Its home page is http://www.amanda.org/.
Several commercial backup utilities also exist. They are often included in commercial distributions.