In this paper, we report a two level study on weblog link structures. At the micro level, we carried out an in-depth investigation of individual weblogs. Our goal was to obtain some preliminary understanding of the different types of links that might indicate underlying communities of bloggers. Complete and detailed link data was collected from eight weblogs followed by a variety of analyses. The result shows that both incoming and outgoings follow Zipf like distribution in terms of the sources of those links. These suggest clustering patterns (communities) within the whole blogspace. We also examine the temporal aspects of weblogs. The average life span of a weblog entry is fairly long in most of our sample cases. In addition, analysis on individual comment authors shows that in average, active comment authors maintain a rather long relationship with a certain weblog. It provides evidence that historical data may be useful in understanding weblog communities. On a larger scale, we developed a program to collect complete link data from large number of interconnected weblogs and performed cluster analysis on it. Communities with common topics are successfully extracted using those link data.