With iOS 9 you can now create reminders that are linked to content in other applications, such as a web page, email, contact, conversation in messages, or location in maps. Even better, many third-party apps also provide support for the same feature, allowing you to set reminders directly from those apps and then link back into where you were in the app, such as editing an image in Pixelmator, being reminded about a reading item in Pocket, or saving and pulling up a calculation in PCalc. Many of these links will even work on OS X El Capitan, provided you have the corresponding app installed on your Mac.
To use the feature, simply pull up Siri while viewing an item and say “Remember this.” You can also tell Siri if you want to set a date and time (e.g. “Remind me about this tomorrow”). The item will be added to your Reminders app with an icon linking to the source of the reminder, and if you set an alarm, the notification will even provide a link to open the associated app. This feature doesn’t work everywhere — even some built-in apps like Photos and Music are left out — but it should work with most third-party apps that support the iOS Handoff feature, since it appears to use the same method as handing off between iPhone, iPad, and Mac apps.