Shout-Out: Potentially in the first issue of Nightmare Warriors. As the government agents surround the ice pond where Jason was dumped at the end of the first series, one agent calls the applications of an "un-killable soldier" more plausible than the Necronomicon; at the beginning of Jason X, the military wanted to take Voorhees into custody (instead of putting him into permanent cryogenic suspension) to study his seeming immortality for their own purposes.
Legit shout-outs in Nightmare Warriors include a scene from Army of Darkness shows up in a dream sequence, Ash is listening to the song "The Man Behind The Mask" during a car drive, and there's even a reference to Hypnocil.
Also, in the original Freddy vs. Jason vs. Ash, during Freddy and Ash's first confrontation, Freddy makes a wise-crack about playing "pin the tail on the Elvis impersonator". This could very well be a reference to Bruce Campbell playing not only Ash in the Evil Dead series, but also Elvis Presley in the movie Bubba Ho-Tep.
What Could Have Been: The story started out as a script for a movie bringing the three horror icons together but the studios couldn't agree so the project was scrapped.