As far as I can tell, there’s no word for that thing when a website links a few consecutive words of text. For example, if I was talking about Charlie Sheen I might mention he’s a had some trouble with the law. (See what I did there?)
So I’d like to formally submit my term, “Chainlinking”:
Chainlinking. When a website hyperlinks a few consecutive words, usually to provide background on a topic. Often snarky. Usually annoying.
Lastly, I should add that there’s another definition for chainlinking on Urban Dictionary. My definition is decidedly different, and has nothing to do with a bunch of dudes blowing each other.