Information models from the domains Building Information Modeling (BIM) and Urban Information Modeling (UIM) are generally considered as information silos due to their heterogeneous character. These information silos can be bridged through linking where corresponding objects are identified and linked subsequently. However, whether two objects are considered as corresponding might depend on the scenario for which the links are created. The dependency of the link creation and the scenario refers to the term contextual linking and is analyzed in this paper with respect to building and city models. Therefore, different situational aspects influencing the link creation are discussed. Afterwards, the issue of contextual linking is demonstrated based on three different integration scenarios. In summary, this paper has three major outcomes: First, this paper introduces an application-oriented perspective on information integration and emphasize the role of the application when linking heterogeneous information models. Second, this paper shows that linking heterogeneous information models from the domains BIM and UIM at instance level depends on the scenario. Third, the results of the discourse about contextual linking serve as a framework supporting the design and development of artifacts for linking heterogeneous information models from the domains BIM and UIM.