Durarara has two cameo appearances by Isaac and Miria from Baccano... It also could be considered a sequel to Baccano, seeing as it was by the same person and has lots of little easter eggs.
Lucky Star has a HUGE amount of crossovers:
FMA
Fate/Stay Night
one piece
melancholy of suzumiya haruhi
keroro gunso
initial d
Genshiken has tons mostly because it is about a High School Japanese Culture Club.
kuradoberi jam from guilty gear appears.
a fake series called Kujibiki Unbalance was created in Genshiken and later had it's own series because of it's "run" in Genshiken.
huge amount of cameos and references from Inuyasha, gundam, lupin III, azumanga daioh, full metal alchemist, and neon genesis evangelion.
more or less ALL of clamp's work:
RG Veda
Tokyo Babylon
Magic Knight Rayearth
Miyuki-chan in Wonderland
Cardcaptor Sakura
Wish
Angelic Layer
Chobits
Tsubasa Reservoir Chronicle
xxxholic
x/1999
legal drug
=clamp really is the granddaddy of all crossover AND spin-off animes.
I'm sure there are more, these are just the ones I am most familiar with at the moment.
just remembered, Hellsing OVA has a pretty hilarious cameo with (animated) Bruce Willis, Mila Jovovich, Steve Buscemi, and.. Charels de Gaul.