The MySQL FEDERATED engine provides functionality similar to SQL Server Linked Server (and Oracle dblink), but does not support connections to non-MySQL providers. It's unclear if you need functionality to connect to non-MySQL providers.
You might want to learn MySQL Proxy . This is not consistent with the architecture of Linked Servers / dblink, but you can probably solve a similar set of problems that you would use Linked Servers / dblink to solve.
OMG Ponies
source share