Here is an excellent article on these important technologies:

• The Web's next act: A worldwide database. by Jackson, Joab. Government Computer News, November 9, 2009.

...the idea of machine-readable data can be a hard sell to people who are unfamiliar with the idea. The idea of Linked Data, like the idea of a World Wide Web when it was first introduced, "solves a problem we didn't know we had," said Ronald Reck, head of consulting firm Rrecktek.

In other words, many of the benefits offered by the then-nascent Web, such as the ability to share documents, was already offered through other technologies, such as the File Transfer Protocol. Likewise, it is difficult to understand the concept of a single format for Web-based data when plenty of formats such as relational databases and spreadsheets already annotate data in ways that make it reusable by other systems.

...Berners-Lee said that to use an API, a systems administrator or developer must write a program for the data to be accessible. With RDF, a Web browser should be able to reuse the data, requiring no additional work on the part of users.

See also:
13 resources for government Linked Data.

2 examples of how government data linking can work.