In linux and windows you can make Symbolic Links too, in case you accidently fill up a drive, and need to temporarily move a folder to another drive, without letting the application know you did anything fishy.
In linux there are a few ways to do it depending on your file manager. In Debian based distros there is a minimalistic (as in text only) window manager. Just do a :
sudo apt-get install worker
Windows has a CLI command or you can just use this handy gadget:
I use it after moving my steam, Desura, and Origin games on and off my tiny SSD.
If you want the CLI commands and summary of Junctions ,symlinks, and hardlinking, just google : +Symlink +Your Operating system.