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Physical and digital documents do often not exist in isolation but are implicitly or explicitly linked. Previous research in Human-Computer Interaction and Personal Information Management has revealed certain user behaviour in associating information across physical and digital documents. Nevertheless, there is a lack of empirical studies on user needs and behaviour when defining these associations. In this paper, we address this lack of empirical studies and provide insights into strategies that users apply when associating information across physical and digital documents. In addition, our study reveals the limitations of current practices and we suggest improvements for associating information across documents. Last but not least, we identify a set of design implications for the development of future cross-document linking solutions.