Made by loading the external links dump from dumps.wikimedia.org into MySQL, then extracting all external link targets. A simple series of cut, sort, and uniq commands yielded the ordered counts, which I then numbered using Python. The graph below, of the top 50 sites linked to by English Wikipedia, was made with Google Sheets.
The original dataset from Wikimedia contains a list of 5,736,871 external URLs. After deduping them by base URL, I was left with 806,564 domains that are linked to by English Wikipedia. Therefore, the average number of links to a domain is just under 7, although the median value is one. The 95th percentile value is 10, and the 99th percentile value is 50.
A CSV with the count and name of each domain linked to by English Wikipedia is available for download here. Be warned, it is 23MB in size uncompressed - don't try to load it into Google Sheets, or your browser will most likely crash.