Penny Arcade, PVP, and MegaTokyo
are all part of the same universe
Basically, the idea is that all three webcomics are really part of a single universe where there is No Fourth Wall
and the authors of each of the strips are Physical Gods
within the universe (Piro and Largo are unaware of this for some reason).
For more information, see the relevant theorem at the Penny Arcade WMG page