Multisite Featured Image changes the box of the featured image for all sites. It can be used also in a single instance of WordPress and not a MU installation.
This plugin changes the box in the way that the default pop-up is replaced with the classic Media Uploader where you can choose images. Images From URL do work.
For a greater Multisite experience you can combine this plugin with the Network Shared Media plugin and have a complete Media Sharing site.
Read about it on this article.