Archiving my links

Even though it sometimes doesn't feel like it, URLs (and domains) are not eternal, they can get broken, changed, renamed, and a lot of other stuff can happen to break a link. Wouldn't it be cool if there was a way to save all the external links this blog had? So if I linked to mylink.com/interesting-stuff, you could either go directly to the url OR you could go to myblog/archive/mylink-interesting-stuff and there would be a copy of that HTML page. I'm not sure how well this would work with pages that required a lot of javascript and whatnot, but for chaching static HTML files it could work well, and would serve as a way to future proof all my posts, make them self contained so that everything referenced inside my blog would also be inside my blog.