Deep linking is the term for linking to an interior page of another site, instead of to its home page. For instance, when you link readers to a story in the international section of the New York Times instead of to the Times’ front page, you’re deep linking.
It’s common practice nowadays, with aggregation sites popping up all over the web to direct traffic to other sites. But some publishers are still unhappy with the practice and, every once in a while, will ask a court of law to weigh in like Gatehouse Media did in 2008 when it brought a lawsuit against the Boston Globe (the case was settled out of court).
There is even a movement called “link journalism” now, which is the practice of deep linking to give an audience a sense of what journalists are reading in their research. Read the Wikipedia entry on “Collaborative Journalism” to learn more.
Linking directly to non-textual media
The practice of embedding a video or slideshow has mostly replaced the need to link to a video clip, an audio file, or a PDF document. Many free web servers, most notably YouTube, support the embedding of content inside the pages of other websites.