URL for "article" (and other) entries of the .bib file?

The plain bibliography style does not support the url field. Use e.g. the plainurl style instead (and load the url package).

\documentclass{article}

\usepackage{url}

\usepackage{filecontents}

\begin{filecontents}{\jobname.bib}
@Article{ LM11,
title = "Name of paper",
author = "Author A and Author B",
journal = "Arxiv",
year = "2011",
url = "http://arxiv.org/PS_cache/arxiv/pdf/..."
}
\end{filecontents}

\begin{document}

Some text \cite{LM11}.

\bibliographystyle{plainurl}
\bibliography{\jobname}

\end{document}

(The filecontents environment is only used to include some external files directly into the example, so that it compiles. It is not necessary for the solution.)

I had the same problem, and ultimately the following worked for me, seemingly also to be the simplest solution (in a hosted environment where I could not alter bib styles):

\usepackage[square,sort,comma,numbers]{natbib}
\usepackage{url} 
\usepackage{hyperref}

...

\bibliographystyle{plainnat}
\bibliography{my_bib}

citing as:

\cite{Bacon:2000}

with a bib like:

@misc{Bacon:2000,
    author = {Crunchy Bacon},
    title = {Breakfast at Murphy's},
    month = {May},
    year = {2000},
    publisher = {Bacon Daily},
    note ={\url {http://www.dailybacon.com} (visited: 2014-11-09)}
}