In the first Final Fantasy game, there's a grave in Elfland that purports to be that of Erdrick, who died in his twenties. Since DW3 starts on his sixteenth birthday, it's certainly possible that this is the same person, and even allows a few more years for extra adventures. And for that matter, "Alfegard" more or less means "Elfland." (EDIT: It's actually "Alefgard," not "Alfegard," but I guess there could still be some connection.) Oddly enough, I've heard that the Japanese version of this gravestone mentions not Loto, but Link. I can't help thinking of a grand battle taking place there in the distant past, in which both Erdrick and Link were killed. Since it's almost certainly not the same Link in every Zelda game (unless constant time travel and memory loss are involved), it's possible that one of them died on the Final Fantasy world, right? Actually, Captain N had episodes that took place in the worlds of all three of those game series, so maybe the show isn't as far off base as everyone thinks.
There are plenty of other cross-references in video games. Some of them can simply be considered homages (like how the magic whistle in Super Mario Bros. 3 plays the same tune as the one in the original Legend of Zelda), but there are also enemies appearing in both the Mario and Zelda series. Is this a case of parallel evolution, or a sign of travel between worlds? Link and Samus Aran both make cameos in Super Mario RPG, and the enemy Culex is probably supposed to be from the Final Fantasy universe. And while I've never played any of them, I understand that the Kingdom Hearts games have FF characters interacting with Disney cartoons, of all people. So maybe my own often-considered idea of having some video game characters visit Oz isn't as ridiculous as it might sound (although it would probably be just as cheesy).
I'm going to a concert tonight. That should be fun, but the lack of sleep won't be.