We've seen handhelds linking with consoles before, like with the Game Boy Advance and the Gamecube. We also know that is planned to continue with the PlayStation Portable and the PlayStation 3, and also with the DS and the Wii. But all this was done before with the Neo Geo Pocket Color and the Dreamcast thanks to the NGPC-to-DC Link Cable.
The cable is easy to set-up and use. Simply plug the the cable into the back of the Dreamcast above the power plug and A/V plug, then connect the other end into the Ext. port on the top of the Neo Geo Pocket Color. Once both games are started go to the Link Cable Option in both games, and that's it. Depending on the game, you can transfer data and records between two games. Some games, mostly fighting games, even let you transfer your custom made character from one game to the other so you are able to use you character in either game. With help from Dreamcast-Scene, here's a list of known link cable compatible games for both the NGPC and DC, and what you can upload and download from the games if available (NGPC version <--> DC version):
Bikkuriman 2000 Viva! Pocket Festival <--> Bikkuriman 2000 Viva! Festival!