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I'm just guessing, but maybe they used an internal list of sites searched on by domain. I haven't done an exhaustive search but I've seen consistent matches between Google Trends and Yahoo Sitelinks. When you search domains (without the .com) in Google Trends, if it shows searches then you will see the sitelinks in Yahoo.
WebmasterWorld doesn't show up in Google Trends and it doesn't show up in Yahoo Sitelinks. Babycenter shows up in GoOgle Trends and it also shows up in Yahoo sitelinks. So it's fairly safe to guess that Yahoo is using an internal list of domains queried in searches.
Blue Widgets spam
description of blue widgets and global widget warming
site link #1 site link #2 Site link #3
didnt seem intrusive but seemed unfair