“Hyperlink Cinema” was a term reportably coined by writer Alissa Quart in her Film Comment review of Happy Endings (2005) and was later popularized by critic Roger Ebert through a reference in his review of Syriana (also 2005).
Although not always easy to categorize (and, really, to what end?) hyperlink cinema differs from anthology / portmanteau / omnibus films where the separate and distinct stories (despite an occasional framing device) can live and breathe on their own. In a hyperlink film the characters inhabit separate stories, but there are interlocked parallel narratives which accent a certain overlapping crucial to the film as a whole.
Related lists can be found here:
Additions, corrections, challenges welcome!