I did my search and what I found is TicTagTo v.1 that seems to partially work. I'm using WP 2.0.2 and with this plugin when I write a post and link a word to wikipedia (or google or whatever) the first time it worked but if I edit and save again that post the link is gone, looking at the html code I can see that the tag was removed. For few words no big deal but on a daily basis and with 100s of words is a rela pain.
I think utlimate tag warrior could do the same thing but honestly I can't figure it out.
If anyone knows a way to link words in a post to wikipedia beside manually insert the link I would really appreciate it.