Here's some alternate methods as well for Selenium RC. These aren't pure Selenium solutions, they allow interaction with your programming language data structures and Selenium.
You can also get get HTML page source, then regular expression the source to return a match set of links. Use regex grouping to separate out URLs, link text/ID, etc. and you can then pass them back to selenium to click on or navigate to.
Another method is get HTML page source or innerHTML (via DOM locators) of a parent/root element then convert the HTML to XML as DOM object in your programming language. You can then traverse the DOM with desired XPath (with regular expression or not), and obtain a nodeset of only the links of interest. From their parse out the link text/ID or URL and you can pass back to selenium to click on or navigate to.
Upon request, I'm providing examples below. It's mixed languages since the post didn't appear to be language specific anyways. I'm just using what I had available to hack together for examples. They aren't fully tested or tested at all, but I've worked with bits of the code before in other projects, so these are proof of concept code examples of how you'd implement the solutions I just mentioned.
//Example of element attribute processing by page source and regex (in PHP)
$pgSrc = $sel->getPageSource();
//simple hyperlink extraction via regex below, replace with better regex pattern as desired
preg_match_all("/<a.+href=\"(.+)\"/",$pgSrc,$matches,PREG_PATTERN_ORDER);
//$matches is a 2D array, $matches[0] is array of whole string matched, $matches[1] is array of what's in parenthesis
//you either get an array of all matched link URL values in parenthesis capture group or an empty array
$links = count($matches) >= 2 ? $matches[1] : array();
//now do as you wish, iterating over all link URLs
//NOTE: these are URLs only, not actual hyperlink elements
//Example of XML DOM parsing with Selenium RC (in Java)
String locator = "id=someElement";
String htmlSrcSubset = sel.getEval("this.browserbot.findElement(\""+locator+"\").innerHTML");
//using JSoup XML parser library for Java, see jsoup.org
Document doc = Jsoup.parse(htmlSrcSubset);
/* once you have this document object, can then manipulate & traverse
it as an XML/HTML node tree. I'm not going to go into details on this
as you'd need to know XML DOM traversal and XPath (not just for finding locators).
But this tutorial URL will give you some ideas:
http://jsoup.org/cookbook/extracting-data/dom-navigation
the example there seems to indicate first getting the element/node defined
by content tag within the "document" or source, then from there get all
hyperlink elements/nodes and then traverse that as a list/array, doing
whatever you want with an object oriented approach for each element in
the array. Each element is an XML node with properties. If you study it,
you'd find this approach gives you the power/access that WebDriver/Selenium 2
now gives you with WebElements but the example here is what you can do in
Selenium RC to get similar WebElement kind of capability
*/