Under the admin section of your analytics account, you will see the option to link multiple accounts as shown in the screenshot below:
Note that you need to have an administrative access for the accounts on which you need to link together. To learn more about administrative access, please visit: https://support.google.com/adwords/answer/1704346
This is a welcome feature from Adwords support team and will surely make the adwords and analytics linking easier than before.
Also See:
Adwords Keywords Data Goes Not Provided
Adword Quality Score
Basics of Google Adwords
Free Resources for Learning Adwords
ValueTrack in Adwords
Understanding Goal Flow in Google Analytics
Google Tag Manager
How to Decrease Bounce Rate?
Multi Channel Funnel
Regular Expressions
