MySQL question: 2 queries in 1

[eluser]codex[/eluser]
Imagine 2 tables: 1) tbl_user and 2) tbl_user_hobbies.

Normally you (or at least I) would do a query to get all users and with the results I would make a loop to query the hobbies associated with the users. But is it possible to do it in one query, for instance with a subquery or join? And if so, how would one do this?

The question is really: is it technically possible?