http://packages.python.org/sphinxcontrib-doxylink/
Doxylink is a Sphinx extension to link to external Doxygen API documentation.
It works much like the extlinks extension but it does some more processing to link C++ symbols against their Doxygen HTML documentation.
When generating your Doxygen documentation, you need to instruct it to create a ‘tag’ file. This is an XML file which contains the mapping between symbols and HTML files

