The concept of connecting multiple video cards together to get more performance started with the Voodoo2 in 1998. Using 3Dfx's "SLI" (not to be confused with nVidia's "SLi") two cards could be joined using an internal connector and you could achieve double the performance of a single card. A lot has changed since the Voodoo2, but the basic idea of strapping cards together is still around in the form of nVidia's SLi and ATi's CrossFire.
While early revisions of CrossFire required the use of external dongle's (all of which were based on connectors in the Multi-Display section), the most recent version uses an internal bridge connector much like the original Voodoo2 and nVidia's implementation.
SLI (Scan-Line Interleaving)
This is the connector used by the original Voodoo2. It looks very similar to a floppy disk connection and used a ribbon cable which looked like a stubby version of the one you would use to connect your floppy to your motherboard. This connector was only ever used on this one card and is mainly included in this list as a throw-back to the "old days" of 3D accelerators. You are very unlikely to ever come across this connector unless you happen across a Voodoo2 and decide to fire it up for nostalgia.
The Voodoo2 implementation also used an external dongle which passed the VGA signal between the 2D card and the 2 Voodoo2's, then out to your monitor.
SLi (Scalable Link Interface)
Since nVidia bought out what remained of 3Dfx after it went under, they got the name "SLI". Since the concept of scan-line interleaving no longer made sense with more complicated and programmable GPUs, nVidia decided to change the meaning of the old acronym.
Nearly all PCI-E nVidia cards have an SLi connector, and those that don't are typically capable of some sort of software based SLi which passes data between the cards over the PCI-E bus. If you have a motherboard with 2 PCI-E x16 slots, you may very well want to use this connector to put a second card in your system.
It is interesting to note that nVidia's latest flagship, the GeForce 8800 GTX, has not one, but two of these SLi connectors. The exact purpose of the connector is unknown, but most speculate that it will be used in the future to allow the connection of a third card for use as a physics accelerator.
After several dongle-based solutions, ATi finally got around to creating a native CrossFire solution with an internal connector on the Radeon X1950 Pro. Unlike nVidia's solution, there are two connections each requiring a separate cable to connect it to the other card. The two connectors are for bi-directional communication between the cards (nVidia accomplishes all communication with just one connector).