Too many Godzilla movie crossovers to list as many of his adversaries (including King Kong and Mothra) had starred in their own films previously. He even had a smackdown with his own the American Godzilla (from the 1998 film) in Godzilla Final Wars.
Danny Trejo has stated that the Machete Cortez in Machete is what the Machete Cortez from Spy Kids does when he's not taking care of the kids. As Robert Rodriguez intended to make a Machete movie years before he was able to, he inserted a more family-friendly version of the same character into Spy Kids in the meantime, so this is technically canonical.
The Marvel Cinematic Universe films, starting in 2008, built up a series of increasingly obvious crossovers (using the same actors in almost all cases):
The View Askewniverse movies are all connected, mostly by Jay And Silent Bob appearing in every movie. Aside from that, there are numerous events, elements, and secondary characters that intertwine throughout all six films. It also helps that the movies take place in the same state.