A limited form of what you are describing already exists. MediaWiki supports something called 'interwiki links',* so you can write e.g. [[TVtropes:PlotThreads]] to link directly to the Plot Threads page on TV tropes. In this way many disparate wikis can be wired together quite simply, if desired. I don't remember if the software supports shared indexes or backlinks or anything of that kind, however, although that is available between sister projects (such as Wikipedia and Wikitionary).

Culturally, however, Wikipedia seems to frown upon using this kind of link to external encyclopedias. If information is notable, it should be included in Wikipedia or one of the sister projects; if it is a source, it should be referenced as such. Any kind of 'more information' external page doesn't really have a place in such a system. So we're back to needing to 'fix' Wikipedia.

* See http://meta.wikimedia.org/wiki/Interwiki_map for the current list of supported interwiki prefixes.