Have you tried to run a cross-worlds campaign?

[btsam]

For example, in a complete storyline include Mystara, Dragonlance and Grayhawk; Run the AD&D campaign, but related to the Gamma World. How many settings will you include in a campaign, and what kind of storyline will you design? Or use existing materials, like Die Vecna Die! module? What problems did you encounter in the process?

[AceOfFools]

I played in a crossover themed GURPS game. We had an urban fantasy-style far on a team with an alien from mass effect and someone from the tales series, and a magical girl from madoka.

GURPS has a selling point of "there are rules for that" and there are some world hopping mechanics in the core. It's one of the very few game concept where it's worth trying to deal with GURPS.

The game revolved along the natural world hoppers preventing the spread of world hoping technology/magic to prevent crisis crossovers. We stoke an x-wing, our boas had previously taught at hogwarts, some ******* let all the random encounter monsters from the rpg universe into some superhero world.

Twas a silly game.

[lylsyly]

I have taken my BECMI players through a portal they regularly used but dumped them into a traveler campaign (long ago, all but one player had a blast).

I am currently playing in a star system with three worlds sharing the same orbit (Mystara/Hollow World, Forgotten Realms, and Dragonlance) using some modified Spelljammer to get around (we are all having a ball, including the DM who is acting really surprised when an NPC meets Dragonspawn for the first time, things like that).

It is doable, but do you really want the bit of extra work?

[Bohandas]

For example, in a complete storyline include Mystara, Dragonlance and Grayhawk

Isn't this the entire basis of Spelljammer and Planescape

EDIT:
Anyway, in regard to the question at hand I haven't played or run a crossover game on pen and paper but I have played the quest in Baldur's Gate 2 that had the crossover with Dragonlance. I stopped playing shortly after though for unrelated reasons having to do with BG2's asinine combat system (which might work if there was only a single character to control or at least a customizible party but definitely does not work well with a large party of prefab characters).

[Quertus]

Closest thing I can remember offhand is that no small part of the premise of one party I was in was that we were all abducted from our various home worlds. Unsurprisingly, the various worlds and planes we explored were never our own. By the time the campaign was over, Armus had constructed an item based off a cubic gate, that was tied to 10 different prime material worlds (the home worlds of the party members). Although most of the survivors chose to remain in a world the party had become invested in.