At the very beginning of Escape 2 Africa when the animals leave Madagascar by plane the ship that the penguins stole in the first movie can be seen parked on the beach.
The third film takes several cues from the series, such as Rico being able to regurgitate anything.
Most Pixar films use a variation of this: in most of their films, if you look very closely at the backgrounds in some scenes, there will inevitably be an element from another Pixar film hidden somewhere-not just with their past films, but also their future ones as well.
In the first Alien vs. Predator film, the expedition to Antarctica was financed by the Weyland Corporation and includes Charles Bishop Weyland himself. In Alien vs. Predator: Requiem, the Predator's plasma gun is turned over to the obviously very-well connected Ms. Yutani. As every fan of the Alien series knows, Weyland-Yutani was the major corporation in the background of the films, at the time of Alien³ led by the obviously many time great Identical Grandson of Charles Weyland and the model for the Bishop androids (with Lance Henrikson playing all three roles).
Every movie to date has included someone's remarkable survival and escape from an isolated island being explained as "Sea turtles, mate!" Except that in two of those cases we actually know what happened, while the dog's survival into the third movie is never explained.
Another one comes in the second movie, when Jack Sparrow says that Will Turner has a "lovely singing voice" because he's a eunuch (he's not). This is a nod to the first movie, which had multiple jokes about Will being a eunuch.
In the fourth film, Barbossa is eating apples by fork and knife aboard the British ship he is captaining. Apples can be seen as his Trademark Favorite Food.
In On Her Majesty's Secret Service James Bond resigns and is cleaning out his desk. He takes out Honey Ryder's knife and belt from Dr. No, Red Grant's garrote wrist watch from From Russia with Love and the aqua breather he used in Thunderball. All this while as music from each of the previous movies are played for each item. Perhaps this was a way of establishing that the new 007, George Lazenby was the same Bond of the previous adventures where he was played by Sean Connery.
Serenity has an extremely subtle continuity nod during Mal's Shirtless Scene, where one can see a small vertical scar on his upper right chest. This is the same scar he picked up in "The Train Job" when Crow threw a knife at him and hit him in that spot. There's also a scar in the center of his chest from the torture device in "War Stories".
In Speed 2: Cruise Control, a cruise liner crashes into and demolishes an expensive boat belonging to the same guy whose sports car Jack (Keanu Reeves) wrecks in pursuit of the bus in the first movie. And Alex commandeers one of the guy's smaller boats to save Annie.
Similar to the Batman example above, the 2007 TMNT movie had a scene near the end where Splinter had set up a trophy room. Shredder's helmet and various other artifacts from enemies of the previous three live-action films could be seen on shelves.
Mark from The Gamers shows up a couple of times in the second movie and makes references to it.
Kevin Smith's movies, particularly those set in The View Askewniverse, are full of Continuity Nods, with characters frequently making reference to events, characters, or relatives of characters that have either happened or been alluded to (or will be) in other movies.
The 2009 Star Trek movie features a brief reference to Admiral Archer, who keeps beagles, an obvious reference to the star of Star Trek: Enterprise (and his owner, Captain Archer).
Also, one of the members of Kirk's disciplinary board is an Admiral Komack - which was the name of an Admiral in TOS.
A lot of nods in Star Trek: during the Kobayashi Maru test, Kirk is eating an apple nonchalantly. In The Wrath of Khan, Kirk tells Saavik how he beat the test—while eating an apple.
Though according to the DVD commentary on the 2009 film, this parallel was unintentional.
There's a blink-your-ears-and-you'll-miss-it call for Nurse Chapel at one point.
Admiral Marcus has the Phoenix, the NX-01 as well as a XCV-330 among his office collection of models depicting forms of Earth flight and space travel from the Wright brothers' first plane through a V-2 rocket, Vostok, and Gemini.
Also from Star Trek: Enterprise: the offshore stadium in San Francisco is still there, visible in at least one aerial shot of the city.
The Enterprise takes a massive beating by another Starfleet vessel, namely the USS Vengeance, leading to serious damage to the engineering section, just like how the Enterprise took a beating by the USS Reliant.
Kirk incapacitates Scotty before going to repair the warp core, just like how Spock incapacitated McCoy under similar circumstances.
Sulu takes the conn and has to act as temporary Captain, alluding to him becoming captain of the Excelsiorin the original continuity. He also has to bluff to Harrison; Chekov did something similar in Star Trek V.
Scotty manages to swiftly sabotage a really high-tech Starfleet prototype. Does that remind you of something?
Harrison notes "No ship should go down without her captain", a line from Moby-Dick, a novel which Khan Noonien Singh loved.
At one point, Harrison threatens to incapacitate the Enterprise crew by depriving them of oxygen. Khan took over the Enterprise using this method in the TOS episode "Space Seed".
Despite surviving a nerve pinch, phaser shots, and a lot of beating, Khan eventually goes down after Spock hits him with a piece of metal. Kirk likewise incapacitated him with an engineering tool in "Space Seed".
Also, Uhura speaking Klingon may be a Take That to the translator scene from Star Trek VI: The Undiscovered Country. Nichelle Nichols was unhappy that her character, a veteran communications officer, would not speak fluent Klingon. Perhaps as a nod to the original scene, Uhura does mention her Klingon is a little rusty.
This is the second time in as many films that Chekov has saved Kirk and another crew member from falling to their deaths at the last second, but this time he managed it without the transporter.
Carol mentions that Kirk once dated Christine Chapel, who is now serving as a nurse on a distant space station. Nurse Chapel was McCoy's assistant in the original series (and played by Gene Roddenberry's wife Majel Barrett), and who gets a mention in the Enterprise sickbay during the first film.
The emergency room Harrison attacks early in the movie is located in the Daystrom building.
Though it's seen from a different angle, the Vengeance overtaking the Enterprise at warp, then attacking while still at warp, is eerily similar to the Scimitar doing the exact same to the Enterprise-E.
Enterprise blatantly ignores orders and violates Klingon space.
The construction bay that Scotty finds after being giving Harrison's coordinates looks eerily similar to a Borg Cube.
Spock's violent beatdown of Khan at the end resembles him beating down Kirk in the first movie.
Kirk at one point calls Scotty a "miracle worker". More or less Scotty's title in the original movies (from The Search For Spock onwards).
The Lord of the Rings films feature several nods to other books by Tolkien (though sometimes only in the EE): the allusions are much more explicit in the books, but in the films they can be easy to miss or obscure. See for instance the trolls (from The Hobbit) which are glimpsed in FotR and Aragorn singing the Lay of Luthien (from The Silmarillion).
In Rocky II Rocky takes Paulie's old job at the meat packing plant. During a montage of him doing grueling, manual work there Rocky playfully hits a hanging side of beef like he did to train for his fight with Apollo in the first movie.
Rocky Balboa is full of these. Almost every (surviving) character who appeared in the original film (Little Marie, Duke, Spider Rico, Andy the bartender) returns. In a deleted scene (cut because of disagreements with Carl Weathers), Rocky has a photo of Apollo Creed in his house. It's mentioned in dialogue that Rocky's statue (which was unveiled in Rocky III and seen in Rocky V) was removed from its place at the Philadelphia Museum of Arts. The film opens with the song "Take You Back", which was performed in the original film by Frank Stallone. Finally, the training sequence once again has Rocky run through a Philadelphia park and up the Philadelphia Museum of Arts set of steps.
Airplane II: The Sequel. While talking to Buck Murdock on the radio, Ted says "Roger, Murdock". Roger Murdock was the character in Airplane! played by Kareem Abdul-Jabar.
Mission Impossible III makes use of "The Plot," a music cue by Lalo Schifrin from the original series that is only familiar to fans.
Predators had the female lead make a mention of the first Predator and about the story of how Arnold Schwarzenegger's character, Dutch, managed to defeat a Predator after it slaughtered his entire team.
In the original Halloween (1978), Laurie mentions having a crush on one of her classmates Ben Tramer. In the sequel, the police accidentally kill a costumed teenager after mistaking him for Michael Myers. Turns out that poor teenager was Ben Tramer.
Quentin Tarantino's films are full of in-universe references. Characters from distinct films can be members of the same family (most famously the Vega brothers, but Donny "The Bear Jew" Donowitz from Inglourious Basterds is the father of film producer Lee Donowitz from True Romance). A particularly obscure example is found with Jules' from Pulp Fiction, who quotes the same bible verse before killing people as did the Hatori Hanzo in the Japanese TV and film series, Shadow Warriors (Kage no Gundan), which starred Sonny Chiba. Hatori Hanzo, once more played by Chiba, is the sword smith who appears in the Kill Bill films, bringing the reference back around. Indeed, the quote Jules uses is actually a retranslation from the Japanese scripts and not the version as it appears in English language editions of the bible. It can be noted that in Shadow Warriors, Chiba plays members of the same family from different generations, most of whom share the same name, with the Kill Bill character seeming to be a further descendant.
In RoboCop 2, the titular character brings a Cobra Assault Cannon (the weapon used by Boddicker and his gang in the first film) to the final showdown with Cain, but it is swiftly rendered useless after the bullets fail to impede the killer cyborg.
In RoboCop 3, the "I'd buy that for a dollar!" television host is seen in a brief cameo, while an OCP officer named Cecil (who attempted to stop the officers from destroying Robo in the OCP parking garage during the first film) returns as an officer who walks out on OCP and helps Sergeant Reed during the Splatterpunk attack in Old Detroit.
In Scream 4, a girl in the beginning gets crushed by a garage door, harkening back to a similar death from the first film.
In The Godfather, Enzo Aguello (a baker from Sicily) helps Michael Corleone when assassins attempt to kill Don Corleone at the hospital he's staying in, by standing guard outside the building and waiting for the police to arrive. He returns in The Godfather Part III as the man who bakes a cake for Michael when he receives the Order of Saint Sebastian.
Two very different films are established as being in the same 'verse by one of these. In John Landis's 1978's Animal House, the "what happened to...?" epilogue states that Neidermeyer was fragged by his own troops in Vietnam. In the segment of 1983's Twilight Zone: The Movie that Landis directed, the focus is on a particular group of soldiers, one of whom makes an offhand comment about having "fragged Neidermeyer".
The gun Coulson uses on Loki was reverse engineered from the Destroyer in Thor.
The Hulk can't lift Mjölnir because he isn't worthy.
Captain America, when first meeting Loki in Germany, notes that the last time he went to that location, he also had to deal with someone who believed he was higher than everyone else, referring to either Red Skull or Hitler.
When Thor shoots lightning at Tony, his suit absorbs the energy. The Arc Reactor itself was designed by Tony's father Howard after recovering the Tesseract, which is Asgardian in origin, and the lightning generated by Thor being absorbed by the Arc Reactor in Tony's suit seems to be another subtle nod to the connection between the two technologies.
The Mark VII Iron Man suit's shoulder-mounted micro missiles have the same kind of rocket flare, audio design, and look as the payload of the Jericho Cluster Missile from Iron Man 1.
Tony's line about bringing 'the party to you', which Natasha responds to, is a hugely delayed response to a similar line from Natasha in Iron Man 2, regarding the Hammer drones.
Loki flat out lampshades it when he traps Thor with an illusion trick.
In Iron Man 2 during the final conversation between Tony and Nick Fury, a monitor displays a reporter doing live coverage of a "Crisis at Culver University." This is a reference to the Hulk's rampage about midway through The Incredible Hulk. The scene also establishes the relative timeframe of the two movies: it shows Stark accepting a job as a S.H.I.E.L.D. consultant, in which capacity he appears in the post-credits scene of The Incredible Hulk.
In one scene Director Fury tells Stark that has "bigger problems in the southwest region" than Tony. A nod to Thor, which is set in New Mexico (a.k.a. the Southwest).
The Tesseract also shows up in Howard Stark's notes.
William Stryker is asked about his son, Jason, who played a crucial part in the events of X2.
Stryker's "you hate mutants, don't you?" "No, I respect them" speech that he gives to the General in Origins is almost word for word repeated here, only this time a younger Stryker is on the receiving end as Trask (his mentor) delivers the speech.
When '70s Xavier chooses not to inject himself with the serum (in order to regain his powers), a snippet of music from "Mutant and Proud" (from the First Class score) can be heard.
An exhibit in the Pentagon holds several mutant artifacts from the Cuban incident in the 60's: Sebastian Shaw's helmet, Angel Salvadore's severed wing, the coin used to kill Sebastian Shaw, and Havok's damaged focusing unit. Each of these were presumably recovered from the final battle in X-Men: First Class.
At the end of the movie, Logan is fished out of the water and placed on a grate much like how he was placed in X2 during his adamantium bonding process.
Numerous references to X2: X-Men United in the franchise include Xavier and Magneto uniting to prevent a potential mutant genocide, Magneto's non-metal prison (and guards with plastic weapons), weaponized metal balls, and turning a device created to destroy mutants against its human creators: New Cerebro in X2, the Sentinels here.
Alex: Check it out. Brown shorts, red board, 11 o'clock. What do you think? Dylan: Yummy! Alex: That's what I thought. Case closed. Nat, move in. Dylan think's he's hot. Dylan: What do you mean? Alex: You always fall for the bad guy.