With the emergence of Linked (Open) Data, a number of novel and notable research challenges have been raised. The openness that often characterises Linked Data offers an opportunity to homogeneously integrate and connect heterogeneous data sources on the Web. As disparate data sources with overlapping or related resources are provided by different data publishers, their integration and consolidation becomes a real challenge. An additional challenge of Linked Data lies in the creation of a well-interlinked graph of Web data. Identifying and linking not only identical Web resources, but also lateral Web resources, provides the data consumer with richer representation of the data and the possibility of exploiting connected resources. In this thesis, we present three approaches that tackle data integration, consolidation and linkage problems. Our first approach combines mutual information and genetic programming techniques for complex datatype property matching, a rarely addressed problem in the literature. In the second and third approaches, we adopt and extend a measure from social network theory to address data consolidation and interlinking. Furthermore, we present a Web-based application named Cite4Me that provides a new perspective on search and retrieval of Linked Open Data sets, as well as the benefits of using our approaches. Finally, we validate our approaches through extensive evaluations using real-world datasets, reporting results that outperform state of the art approaches.