The packaging for both products are VERY similar. They both have a see-through plastic top with a hinged opening. They shut with a simple clasp design, and the sides of each individual shadows has a groove that you can slide into another like shadow. Note: You can not link the Sally Girl with the Revlon :)
The Revlon ShadowLinks retail for $2.99 per shadow, and are available at all drugstores and wherever else Revlon might be sold. The Sally Girl eyeshadow connecting compacts retail for $0.99 and are only available at Sally Beauty Supply stores and sallybeauty.com.
Revlon ShadowLinks in "Oyster" & "Taupe"
Sally Girl eyeshadow connecting compacts in "Champagne" & "Black Brown"
I think for now, I'm going to let the swatches speak for themselves.