Science Fiction author Phillip J. Farmer developed the concept of the Wold Newton family, of which other authors have expanded upon into the Wold Newton Universe. The central conceit is that several early pulp fiction of novel characters are all related.
What ties together the Wold Newton world is the real life meteor that landed on 12/13/1795, at Wold Newton, Yorkshire England. Farmer created the conceit that several fictional characters were present at the meteor strike. Radiation from the meteorite affected the genetics of all present, and they, or their descendants, are the great heroes and villains of early adventure literature.
Farmer wrote two books chronicling his theories, Tarzan Alive, and Doc Savage, his apocalyptic life. Both are pseudo "real" biographies which link both characters to other works of fiction. Another conceit is that these characters exist in the real world, and the books, comics, etc we read about them are simply the accounts of real life exploits.
In 1997, Win Scott Eckert coined the actual phrase Wold Newton Universe on his website in 1997, and expanded upon the concept, including, by association of crossovers, Star Trek, Conan, Cthulu, and a large number of other fictional characters.
The following is taken from the Wold Newton webpage.
"Popular characters that Philip José Farmer concluded were members of the Wold Newton mutant family include: Solomon Kane; Captain Blood; The Scarlet Pimpernel; Harry Flashman; Sherlock Holmes and his nemesis Professor Moriarty (aka Captain Nemo); Phileas Fogg; The Time Traveler; Allan Quatermain; Tarzan and his son Korak; A.J. Raffles; Professor Challenger; Richard Hannay; Bulldog Drummond; the evil Fu Manchu and his adversary, Sir Denis Nayland Smith; G-8; The Shadow; Sam Spade; Doc Savage, his cousin Pat Savage, and one of his five assistants, Monk Mayfair; The Spider; Nero Wolfe; Mr. Moto; The Avenger; Philip Marlowe; James Bond; Lew Archer; and Travis McGee."
Click here for the Wold Newton page,