Nintendo has finally confirmed Metroid Fusion and Metroid Prime do indeed have link-up capabilities.
If you have completed Metroid Fusion, linking the two games will unlock the ability to play the original NES Metroid in Metroid Prime. Saving is done directly to your GameCube Memory Card.
If you have completed Metroid Prime, you can wear Samus' Fusion suit from Metroid Fusion in Metroid Prime.
I think any site that has nintendo roms on it will soon be on there way out if there not allready.