How to connect two FPGA board?

This might be one method:

http://en.wikipedia.org/wiki/ethernet

Thank you for your answer.

How to connect two FPGA board, especially over GPIO interface

Just connect the pins together and implement your own transfer protocol, or use something like a UART.

If you need more help you'll have to give more details. Which boards? To transfer what? What speed? Over what distance?

Thank you for your answer.

I have two Altera De2 boards. I want to use the M4K memory blocks of slave board.

You can probably use the 40-pin expansion headers and put wires between the two boards. Have a look at the board schematics to check what pins you can use.

As for accessing the memory blocs, then you'll probably have to design your own protocol.