Isaac Asimov eventually knit a number of his sf books and series together into one megaverse. Although I didn't intend it, many of my stories and series have started to have their histories merge together.
How can that happen? How can a series of fantasies on a strange planet have anything to do with a foundling raised by American Indians in South Dakota, or the Schiss, or Earth's exploration of its own solar system?
Are you aware of any of the various theories that Earth has been visited by aliens? I'm not talking about recently, although those are interesting, too. I mean the 'ancient astronauts' who supposedly launched primitive man toward some kind of society, or possibly even donated DNA to help ancient almost-man become ancient man. Those theories all pre-suppose there is an ancient, benevolent race that was far more advanced than us.
My megaverse has a variation on that. Somewhere closer to the center of this galaxy, a race evolved very early in the life of the galaxy. These humans developed computers, suspended animation, and space-traveling ships, and began sending out explorers. The crew would sleep until the ship approached a system, then they would study that system and send their discoveries back to their home planet.
One of those crews inadvertently created the Atlans on their planet. (If you haven't read the story of that, it is available – FREE – at www.smashwords.com. Search for 'Origins of Atlans'.) Another crew eventually had an accident that damaged their ship, and they sent their toddling child to the closest habitable planet in a lifeboat. That child is the foundling adopted by the Indians, and though she grows up at a fairly normal pace, once she hits 20, she doesn't seem to age. Eventually, she joins the Space Fleet, and finds her parents' spaceship, which recognizes her and comes back to life enough to jump through hyperspace and send her off on a number of adventures. In one of the sleeping pods, she finds a Schissan egg.
So, there you have it: The tenuous connection between such different universes that make a megaverse.