There is a PHPStorm plugin called "Remote call" [1] which can be used to open files in your IDE if you click on a special hyperlink. This could be used for example in the Symfony Profiler section, where you can check your templates used on your current page.
A hyperlink on that twig template can be used to open the file automatically in your IDE.

A popular Magento1 module [2] uses this plugin to help you to open the templates in your IDE faster.

There is also a bundle for this [3], but its outdated according to their composer.json.

[1] https://plugins.jetbrains.com/plugin/6027-remote-call
[2] https://github.com/AOEpeople/Aoe_TemplateHints
[3] https://github.com/darles/RemoteCallBundle