In the original UK series, there's a lot of this. Every other actor in the North West has appeared on the show at one point or another. A fair bit of crossover of minor characters from Coronation Street too.
No wonder why Frank wanted to lose off the loan sharks after his ass in season one. One of them was Theodore "T-Bag" Bagwell.
The fake Red John is the head of the Gay Rights Movement in Chicago.
Romance on the Set: On the British series, James McAvoy (Steve) and Anne-Marie Duff (Fiona), reflecting the romance between their characters. They married after leaving the show and have a son together.