There was a bunch of shitty CBS sitcoms that did a cross-over plot about a jewel theif or something with THE NANNY. I think the plot started on THE NANNY and it continued into the other crappy shows that CBS was trying to promote.
TGIF did some sort of "magic night" where Salem from Sabrina the Teenage Witch went through all the other TGIF shows (including Boy Meets World)
Urkel with a jetpack flying into Step By Step
Law and Order and Homicide did stuff all the time where part one of a story would start on Homicide and then end up being resolved on Law and Order, but they never followed each other directly.