Starting from version 7997, PlantUML allows to generate diagrams into LaTeX, thanks to Tikz package. Note that this is still beta, and many things won't probably work. Since we do not want to spend time on features not used, we will wait for users to report bugs here. You just have to use the flag -tlatex with the command line, or format="latex" with the Ant task. If you want to include the LaTeX output directly into another LaTeX document you can use -tlatex:nopreamble. This way PlantUML will only export the tikz-picture itself, without the document preamble.
If you use the hyperref package then you can make links to defined anchors within your Latex/PDF document. For example, the second and last links below are to the Latx document:
participant Bob [[http://www.yahoo.com]]
participant Alice [[latex://resource-interaction]]
Bob -> Alice : [[http://www.google.com]] hello
Bob -> Alice : [[latex://resource-interaction]] interact