I'd like the ability to block external links from anonymous users, or from untrusted users. This could work by generating the HTML for the new page and comparing it to the HTML for the old page, looking for any new <a> tags with href values that didn't exist in the old page and don't start with the URL of the wiki. Comparing the HTML, rather than the input, allows usage with various types of input formats, and ensures that a template, shortcut, or some new plugin will not bypass the filter.

This would probably benefit from a whitelist of acceptable external URLs.

This may actually form a subset of the general concept of content policies, described at fileupload.