Twin-Linked
Twin-Linked weapons are a subtype of weapon found in the Warhammer 40,000 universe that embody the timeless tactic in warfare of ensuring a hit by slinging more rounds at the target. The way this is done is typically duct taping two guns together and firing them at once so that the target has to avoid twice the number of rounds. Typically vehicles, monstrous creatures and terminators carry twin-linked weapons, considering that typically only heavy weapons are twin-linked. Although storm bolters are twin-linked boltguns in appearance, they actually increase the fire rate of the weapon. Perhaps a prerequisite of being allowed to wear Terminator armor is knowing where those extra shots go.
Where exactly the other gun's shots go if you hit the first time is a mystery whose answers are known to none, but it means that twin-linked weapons are, somewhat ironically, horribly inaccurate as at least one of the guns is always guaranteed to miss the enemy.
In Game Terms
When trying to hit a target you can reroll if you miss. This is useful, especially if you are using a weapon that has a good chance of melting your face off rather than firing, as it means that if you get a Gets Hot! result you can reroll, though template Gets Hot! weapons roll for it before resolving scatter, so don't put too much faith in plasma cannons. Weapons that scatter reroll an undesirable result if they are twin-linked as well. This can be exploited to allow you to reroll ordnance (for example coupling a Triarch Stalker with a Doomsday Ark).
8th edition Twin-linked no longer gives you a reroll - in an incredible display of common sense our overlords have decided that a twin-linked autocannon is simply two autocannons duct taped together, and essentially give you twice the number of shots of a non twin-linked weapon.