That sounds like a great idea for a service to help learn languages: subtitled videos with links from each word (or idiomatic phrase) in the subtitles to dictionary definitions.
(a few minutes of sitting on this post later...) And... found it! Or at least, a very similar idea.
There are also Chrome extensions that do similar things for Netflix. For example, Subadub.
Next to interacting with native speakers, I think consuming a ton of media is the best way to learn a language.
I'm not sure having a easy link is necessarily a good thing. The act of typing the characters and opening up the page, especially multiple times (it's rare you'll remember a word after looking it up one time), form a strong anchor in memory. This is the similar effect to having google maps vs. looking up direction before driving on remembering your route.