DUMP  DATASET(INCLUDE(**) -
               BY((DSORG NE VSAM) -
                  (CATLG EQ NO))) -
       INDDNAME(DASD1,DASD2) -
       OUTDDNAME(TAPE) -
       DELETE PURGE

If you do not want a dump of the uncataloged data sets, the output ddname TAPE can be a dummy. DASD1 and DASD2 identify the input volumes. A physical data set dump can handle multiple uncataloged single-volume data sets with the same name if multiple volumes are specified. This is because each volume is processed in order, one at a time. The dump cannot handle a multivolume data set even if all the volumes on which it resides are specified as input volumes.