Word of God (one of them, anyway), but to be more precise I think Dr. Horrible is in the same universe as the live-action Tick, while Venture Brothers is the same universe as the animated Tick. This isn't just for practical reasons, it seems to me that the moods and aesthetics of the series' involved just sort of mesh that way.
The Evil Midnight Bomber What Bombs At Midnight is the same person as The Muppet Show's Crazy Harry.Not only do they look alike and share a love of explosives, but their laughs are also eerily similar. Obviously, Crazy Harry went even crazier and moved to The City to try to make it as a supervillain.
The Theme Song was an accident.The theme song was written as a basic 'the hero is a badass' song about The Tick, but on the day of recording, the singer forgot the words and threw together the first things that came to mind.
The entire show takes place in the mind of a sick child at a hospitalThe Creepypasta wiki has an article that explores it more fully, and Cracked.com goes into it in-depth, but the basic idea is that a child was bitten by a tick, got very sick, and now passes the time in a hospital by daydreaming about a superhero and a world built up from whatever is in the hospital room.
The sick child lives in The Venture Bros. Universe.To expand on the above theories, the sick child at a hospital lives in The Venture Bros. Universe, as it would explain how they can inhabit the same Universe even if one is just a daydream.