Right now I am listening to the book on tape version of The Cut by George Pelecanos. One thing I enjoy about Pelcanos is that he cross references his stories with each other; mainly he does this with his characters. For example, in The Cut, his character Spiro Lucas mentions another PI character named Derek Strange from his books Right as Rain and Soul Circus to name just a few. He also alludes to his most famous character Nick Stefano. He is not the only one that does this. Michael Connolly also brings in his character Harry Bosch in the book The Brass Verdict which is about Mickey Haller the lawyer in his now famous book The Lincoln Lawyer.
To me this makes the stories that more enjoyable in that it is fun to see your favorite characters through other characters eyes; like how Derek Strange doesn't quite trust Nick Stefano. Or, how Mickey Haller thinks Harry Bosch is an @#$%^.
This is what I plan to do in my own stories and in fact have already done it in the yet to be published Pandora Case; a story where I have Joey Pantera interact with a young, crazy, hoodlum clown named Huey Dusk who is trying to cut his teeth with the local crime syndicate.