Enabled by virtualization technologies, various multi-tier applications (such as web applications) are hosted by virtual machines (VMs) in cloud data centers. Live migration of multi-tier applications across geographically distributed data centers is important for load management, power saving, routine server maintenance and quality-of-service. Different from a single-VM migration, VMs in a multi-tier application are closely correlated, which results in a correlated VM migrations problem. Current live migration algorithms for single-VM cause significant application performance degradation because intermediate data exchange between different VMs suffers relatively low bandwidth and high latency across distributed data centers. In this paper, we design and implement a coordination system called VMbuddies for correlated VM migrations in the cloud. Particularly, we propose an adaptive network bandwidth allocation algorithm to minimize the migration cost in terms of migration completion time, network traffic and migration downtime. Experiments using a public benchmark show that VMbuddies significantly reduces the performance degradation and migration cost of multi-tier applications.