Since the title mentioned "manga" but your description said "anime or manga", I'll just put it here. I'm conflicted because this one across many medias (Light Novel, Anime, Manga, Visual Novel).
Type-Moon (Fate series, Kara no Kyoukai, Tsukihime, etc) has its famous Nasuverse.
The universe of the writings of TYPE-MOON's scenario director, Kinoko Nasu. It's made up of several "sub-universes" ("franchises" that share characters) that take place in the same world with the same rules, but interestingly enough, seldom obviously cross over.
There's also this image of Nasuverse Character Chart.
The difference with CLAMP is, while CLAMP likes to make the character clearly has an appearance in other series, Nasuverse isn't like that, and that's why, above, it's described as
...take place in the same world with the same rules, but interestingly enough, seldom obviously cross over. ~tvtropes
So don't expect to see something so obvious like when Syaoran and Sakura of TRC appear in XXXHolic (that even turns out their plot is related). From what I understand, Nasuverse heavily put its chain between series around its concept of magic, mage, and supernatural being. There's some character related, but still it's not like they appear like, how Sumeragi Clan of Tokyo Babylon involved heavily in X. As far as I know, their character relation is 'implied', like, X from Y series is teacher in School Q, and 'coincidentally', in B series, A is student in School Q.
For all the preview of anime and manga, you can see it in the tvtropes link I gave above. Almost all of them has magic as one of the story element, which also poses as one of its universe's chain. For deeper explanation of the universe, you can see its analysis page, still in the same site.