Forward searching is done for Okular and Xpdf (also Xdvi - is supported) (:help SyncTex). Okular supports reverse search (Okular -> Vim) see :help atp-viewers-Okular how to do that, Xpdf - doesn't support reverse searching.
(changes committed to the trunk series)
I just found synctex: it makes possible to sync xpdf with tex file, at least the page (xpdf doesn't support for page coordinates). Also okular and evince allows for opening given page. This is next feature to develop.