I've added a new 'InterDB' link from each article in HubMed, that uses Entrez' ELink utility to fetch links from that article to other Entrez databases: Gene, Protein, Nucleotide and Unigene. It fetches the information about each link and displays the links underneath the article - here's an example.
There's a problem in that a lot of articles don't have these inter-database links and there's no way to find that out without making the extra request, so it can mean a bit of fruitless clicking. Generally if an article refers to the discovery or sequencing of a gene or protein then the inter-database links will be present.