OpenBSD and filesystem snapshots
Looks like your OPENBSD solution might be rsnapshot
rsnapshot is a filesystem snapshot utility for making backups of local and remote systems.
Any integrated feature of LVM other than doing the snapshot/restore may not be available, unless some other tool provides it.
Interestingly enough, rsnapshot is the example used in the OpenBSD FAQ on it's packages and ports.
Give it a try and hopefully it meets your requirements.
It's built in and called CCD. Look at section 14.18.1 of this FAQ page. It mentions a man page as well, but I can't link to that since I'm new.
EDIT: Not sure whether it supports snapshotting, but it may be of use.
OpenBSD doesn't support UFS file system snapshots (afaik this a FreeBSD specific feature) and lacks block level snapshotting as well. You're out of luck unless some kind hypervisor or SAN implements the snapshotting for you. Unless you can remount the UFS file systems read-only, dump doesn't capture usable consistent states.