Windows is surprisingly good at keeping track of files that have shortcuts pointing to them. If you move a shortcut target to somewhere on the same volume, using the shortcut will find the target file by its NTFS object ID. You wouldn't even know anything had happened in the background.
If you move a file across volumes, though, it's object identifier changes. (Check this with the fsutil utility.) Yet somehow Windows still manages to find the file if it's pointed to by a shortcut! This is the work of the Distributed Link Tracking Client. You can test this by stopping the DLTC, moving a target across drives, and trying to use the shortcut - it'll be broken.
On a standalone machine, the DLTC keeps an eye on file movements to repair shortcuts. On a domain, it reports to the domain controller, which stores the movement information in the Active Directory to help all client computers find files on the network.
Based on my Super User answer.
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