The very first Discworld novel, The Colour of Magic, features a cameo by "Bravd and the Weasel". Not to mention the city of Ankh-Morpork, in its original form similar in both name and description to Lankhmar. In later books it developed its own unique character.
Conan the Barbarian #6, written by Roy Thomas and published by Marvel, was set in the sinful city of Shadizar, which as written by Thomas owed a lot to Lankhmar, and featured a cameo by "Fafnir and Blackrat". (Shadizar came first — it's a Zamoran city from Howard's original stories — but Howard never developed it much, though it was definitely a Wretched Hive.)
Fables, starting from issue #77, features obvious expies of the two called Freddy and Mouse.