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Penny Arcade

Penny Arcade, PVP, and MegaTokyo are all part of the same universe
Penny Arcade and PVP in particular reference one another fairly frequently and ever since Scott Kurtz moved into the Penny Arcade offices in 2010 the amount of references and stylistic similarities have only increased. MegaTokyo and Penny Arcade have made a few references to one another in the past as well, with at least one nod towards PVP in MegaTokyo. Additionally, all three webcomics started within two years of one another (which isn't really evidence of any connection, per se, but makes for nice synchronization).

In this model, all three webcomics are really part of a single continuity where there is No Fourth Wall or at least a very, very weak one (hence why characters so frequently get killed only to return from the dead in all three). This is, in fact, an acknowledged fact within the PVP webcomic. Additionally, each of the creators (Sufficiently Advanced Authors of course) has the capacity to enter into the universe physically (as in Jerry/Tycho, Mike/Gabe, Fred/Piro, Rodney/Largo, etc.). Some of the characters are aware that they are in a comic strip, such as the characters of PVP and possibly Gabe and Tycho) while others are completely unaware, such as (most of?) the characters of MegaTokyo.

Also, for some reason, only Gabe and Tycho are actually aware that they are Sufficiently Advanced Authors, whereas both Largo and Piro are completely unaware of this fact, perhaps due to the fact that Fred Gallagher appears to have another avatar running about in the universe (mentioned in a Penny Arcade strip located at Sakura Con). Other characters are aware of this as well since although Scott Kurtz does not appear in-universe in PVP, Gabe and Tycho and the staff of Penny Arcade do.

Yeah, that's confusing. But what good Epileptic Tree isn't?

Gabe is unknowingly a wizard from The Dresden Files universe.
This is why computers are always breaking down around him, and Tycho is constantly bitching about him putting off a computer-killing electric field. Clearly Gabe's latent wizard talents are making him a Walking Tech Bane just like Harry Dresden.

Tycho's desire is to become God
This may be an instance of YMMV, but please bear with me. If his heart's desire is enough to damn Jesus to hell, the only possible way this could ever happen is that he could only do this by becoming God himself.

Rain-Slick is a prequel.
Rain-Slick is a prequel to the main Penny Arcade universe. After the turmoil of their previous lives and the end of the world, Anne-Claire builds a better world for them, one where they get to indulge their greatest pleasures in gaming and where nothing horrific lasts for very long. Rake Guy watches over them all – as the reader. Not so much a WMG as heavily implied, but there we go.

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