Any question on MathOverflow (or other Stack Exchange site) shows the list of linked questions in the sidebar on the right. A question is added there if there is a link between the two questions somewhere on the page. (I.e., in questions, answers, comments. The "linked relation" is symmetric.)
However, when this feature was introduced, the sidebar was not updated for already existing questions.1 This is more prominent on MathOverflow than on the other sites - as far as can tell, this feature works on MO only since it joined the Stack Exchange network.2 Before that, MO was running on an older version of SE software. So you can find plenty of posts (the ones made in the first half of 2013 and before) which link to some other post, but that post is not shown in the list of linked questions.3
In my opinion, showing linked questions is a useful feature - if somebody is looking at some question (for example, after they were searching for posts concerning a certain problem or a specific topic), they see some other questions which might be of interest, too. (Other posts which are related to this one are likely to be mentioned at least in comments or possibly in the question or in the answers. Still, the list of linked questions gives a prominent place where related topics are collected.)
Moreover, the number of linked questions influences what is displayed in the frequent tab of some tag. So including links from older posts might help with this aspect, too. (Common questions being listed in the frequent tab might be useful when searching among the questions in some specific tag.)
Proposal: Add the sidebar with the linked questions also for links which were posted before MO moved to Stack Exchange 2.0 software.
Occasionally, I have tried to add the missing links manually. 4 There is some advantage to that - one can judge whether or not the link is actually useful and include it only if it adds something useful to the question. However, this is rather cumbersome and it would be better if this was, in some way, automated.
2This was in June 2013, see: History of MathOverflow.
4Specifically: Suppose Q1 has a link to Q2 and Q2 is not shown in the list of linked questions. Then I add a comment on Q1 containing link to Q2. After this, Q2 is added to the list of linked posts. And it remains even if I remove the comment a bit later.
However, this does not work if link to Q2 is given in comments rather then in the question (or in one of the answers).
You can find some of the posts where I added the link in this way in MO editors' lounge: https://chat.stackexchange.com/search?q=%22tagged%2Flinked-questions%22&room=10243 https://chat.stackexchange.com/search?q=linked&room=10243 https://chat.stackexchange.com/search?q=temporary&room=10243 I have saved one example in Wayback Machine - in order to be able to show it here. This post was missing the linked questions: Can a number be factored quickly, given the sum of its prime factors? You can see what it looked like before, with the comment and after the removal of the comment.