I have read that... and in the beginning of the post (this is the hardware part of the forum) I said that it is possible to use external memory.
I first found it on the manual and then I googled the subject and found that same page. It is also possible to use a pointer directly without malloc, but some changes need to be done to the compiler.
Anyways, the purpose of this post was merely to give the idea of someone developing a shield based on external memory interface. It isn't a programming issue because, as you found out, it is possible.
It is really a hardware issue, as any board to do it will involve a bit more knowledge about circuit design and it can't even be easily prototyped, even if you have a Mega board. That's all.