1. A portable media player comprising: a local wireless communication interface adapted to communicatively couple the portable media player to a secondary system within a local wireless coverage area of the portable media player; a digital storage device adapted to store a copy of one or more media files from a media collection of a user of the portable media player and proxy information representing each of a plurality of media files from the media collection, wherein the media collection of the user is hosted by an associated user system and the plurality of media files represented by the proxy information comprises media files from the media collection for which copies are not stored in the digital storage device of the portable media player; and a control system associated with the local wireless communication interface and the digital storage device and adapted to: provide the proxy information to the secondary system for one of a group consisting of: at least one of the plurality of media files programmatically selected based on at least one criterion and all of the plurality of media files; receive a notification from the secondary system of a matching media file stored by the secondary system, the matching media file identified by the secondary system based on the proxy information provided to the secondary system; and perform an action in response to the notification from the secondary system.