A new option is "Partial" backups which was introduced with SQL Server 2005. This allows you to backup the PRIMARY filegroup, all Read-Write filegroups and any optionally specified files. This is a good option if you have Read-Only filegroups in the database and do not want to backup the entire database all of the time.
A Partial backup can be issued for either a Full or Differential backup. This can not be used for Transaction Log backups. If a filegroup is changed from Read-Only to Read-Write it will be included in the next Partial backup, but if you change a filegroup from Read-Write to Read-Only you should create a filegroup backup, since this filegroup will not be included in the next Partial backup.
A partial backup can be completed only by using T-SQL. The following examples show you how to create a partial backup.
For this example I created a new database called TestBackup that has three data files and one log file. Two data files are the PRIMARY filegroup and one file is in the ReadOnly filegroup. The code below shows how to do a partial backup.
Create a SQL Server full partial backup
BACKUP DATABASE TestBackup READ_WRITE_FILEGROUPS TO DISK = 'C:\TestBackup_Partial.BAK' GO
Create a SQL Server differential partial backup
BACKUP DATABASE TestBackup READ_WRITE_FILEGROUPS TO DISK = 'C:\TestBackup_Partial.DIF' WITH DIFFERENTIAL GO