In some cases the List-Archive header contains a HTTP link to the mail in the archive. But often enough it is just a link to the archive in general, so not a general solution.

You could leverage the Gmane archive, which allows linking to mails by Message-Id like this: http://mid.gmane.org/<CA+55aFx93de2f2bRbCp74uNX0LxkgpSKE8uOG...