No idea about MapServer but in geoserver you can connect with WMS service. GeoServer has the ability to proxy a remote Web Map Service (WMS). This process is sometimes known as Cascading WMS.
http://www.onterrasystems.com/storage/mapsavvy/Geoserver%20as%20Admin%20and%20setup%20a%20WMS%20Cascade.pdf
http://docs.geoserver.org/stable/en/user/data/cascaded/wms.html