A major breakthrough for data publishing was recently announced at the Aquatic Sciences News from Elsevier:
PANGAEA (the Publishing Network for Geoscientific & Environmental Data) and Elsevier introduced reciprocal linking between their respective content in earth system research. Research data sets deposited at PANGAEA will now be automatically linked to the corresponding articles in Elsevier journals - and vice versa. Through this agreement and development Elsevier supports and acknowledges the importance of long-term storage and wide availability of large research data sets. Furthermore, through this linking functionality Elsevier also introduces a proper credit mechanism to the author's research for data sets deposited in this earth system research data archive.
This effort is not a simple link exchange, but based on the consequent usage of DOIs on both sides plus some advanced, identifier brokerage services.