One of the big new features coming up in 'Mango' this fall is the ability for developers to have their app work with other apps. For now, devs can have their app integrate with Zune e.g. PicoLyrics and YouTube. Take that model and expand it across the device and you have an idea what's in store.
In the example above, a search for a movie in Bing allows you to link back to IMDb, even maintaining the movie you were looking for ('Source Code' in this case). This ability for apps to "talk to each other" will quite huge as it's going to allow a lot more powerful apps on the platform.