This isn't so much an answer to the question as it is justification for this sort of functionality - hence negating those who would say "you should do something else" or "why would you want to".
I have a database which I am trying to keep strict rules on - I don't want orphans anywhere. Referential integrity checks help me with this on the table level, but I have to keep some of the data as files within the filesystem (this is a result from a direct order from my boss to not store any binary data in the database itself).
The obvious solution here is to have a trigger which fires on deletion of a record, which then automatically deletes the associated external file.
Now, I do realise that UDF's may provide a solution, but that seems like a lot of C/C++ work to simply delete a file. Surely the database permissions themselves would provide at least some security from would-be assailants.
Now, I do realise that I could write a shell script or some such which could delete the table record and then go and delete the related file, but again, that's outside the domain of the database itself. As an old instructor once told me "the rules of the business should be reflected in the rules of the database". As one can clearly see, I cannot enforce this using MySQL.