The producers actually planned to reveal Orson Welles as Robin Masters when the series ended. Unfortunately, though, Welles died in 1985 before the storyline could materialize.
Don Bellisario's later show Quantum Leap was going to have a crossover episode, but unfortunately the Magnum series was established as existing within that show's universe, and he preferred to avoid the Celebrity Paradox.
Jack Lord was approached several times to appear on the series, but he never did (in fact, once Hawaii Five-O ended he never acted againnote except for a cameo in M Station: Hawaii, an unsold pilot which he also executive produced).
Written By Cast Member: Roger E. Mosley co-wrote "Missing Melody," one of the few episodes of the series to focus on his character of T.C.