Connecting subplots

Please consider giving compilable examples, as you can see below it doesn't take more than 10 lines but makes the question much more simpler to answer.

You can leave coordinates using the axis coordinates for later use.

\documentclass{article}
\usepackage{pgfplots}
\pgfplotsset{compat=1.8}

\begin{document}
\begin{tikzpicture}
    \begin{axis}[width=3cm,height=5cm,after end axis/.append code={\coordinate (a) at (axis description cs:1,0);}]
    \end{axis}
    \begin{scope}[xshift=4cm]
        \begin{axis}[after end axis/.append code={\coordinate (b) at (axis description cs:0,1);}]
        \end{axis}
        \draw[gray] (a) -- (b) node[pos=0.5,sloped,fill=white] {$x=2000$};
    \end{scope}
\end{tikzpicture}
\end{document}