Yesterday the Team Foundation Service team released the Sprint 50 build, and one of the features shipped is the Backlog Mapping.
Nothing too big or hard to explain: if you are creating a Portfolio within Team Foundation Service, you would surely get a flat list of Features and a flat list of PBI/User Stories.
With the Backlog Mapping (which is just a pane on the right side), you can drag&drop the PBI you want to be child of a certain Feature, and it is going to be automatically linked.
It is a very nice and effective feature, which combines a strong User Experience with a tangible result.