How do you back up apps ?

Is there a way to back your Apps on your phone? You know like how you would back things up on your laptop or desktop with an external Hard Drive, is there a way to do the same for your apps on your phone.
See this is my second Evo. My first one I lost in a taxi cab on Halloween night (long crazy story) and I had apps on that first Evo that I cannot find anymore or are no longer available in the app store. So there is there a way to do so?

the best app is "Titanium Backup".. but you must be "rooted".. if not rooted; I recommend "Linda Manager".

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