On this website, in footer bottom left, the links list is changing according current displayed language : how to set the widget and xili-language ?
Without php coding, it is possible to do that since version 1.8.5 of xili-language. This version manages a language taxonomy for links (link_language). Link is an object as post so it is possible to create a taxonomy accordingly the language taxonomy (language) of posts. The cost is more than 100 php lines added inside the plugin to manage the UI, hooks and filters !
As for the articles, the link edit screen contains a box where you can check the language.
There is a pseudo-language ( Ever ) that exists and, assigned to a link, this link is displayed everytime.
xili-language has in Settings screen also has (if the theme is widget compatible) a box where you can choose categories of links that will have sub-selection by language.
For those who do not use widgets, template tag for theme is also customizable to integrate the sub-selection by language. Short example for php users:
<?php wp_list_bookmarks( array( 'lang'=>the_curlang() ) ) ; ?>