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As a result of the blooming of online social networks (OSNs), a user often holds accounts on multiple sites. In this article, we study the emerging “cross-site linking” function available on mainstream OSN services including Foursquare, Quora, and Pinterest. We first conduct a data-driven analysis on crawled profiles and social connections of all 61.39 million Foursquare users to obtain a thorough understanding of this function. Our analysis has shown that the cross-site linking function is adopted by 57.10% of all Foursquare users, and the users who have enabled this function are more active than others. We also find that the enablement of cross-site linking might lead to privacy risks. Based on cross-site links between Foursquare and external OSN sites, we formulate cross-site information aggregation as a problem that uses cross-site links to stitch together site-local information fields for OSN users. Using large datasets collected from Foursquare, Facebook, and Twitter, we demonstrate the usefulness and the challenges of cross-site information aggregation. In addition to the measurements, we carry out a survey collecting detailed user feedback on cross-site linking. This survey studies why people choose to or not to enable cross-site linking, as well as the motivation and concerns of enabling this function.