It's probably as early as those old Go Nagai shows. There's a couple of movies where several of his franchises were together. To name a few:
Mazinger Z Vs. Devilman (1973)
Great Mazinger tai Getter Robo (1975)
Great Mazinger tai Getter Robo G (1975)
Grendizer - Getter Robo G - Great Mazinger Kessen! Daikaijuu (1976)
UFO Robo Grendizer tai Great Mazinger (...
There is a crossover, but it is still just a Special Chapter called Versus. It is just a fight between Kirito and Silver Crow, caused by a special dive machine. You can read a english version here.
Kazuto (Kirito) was on a part-time job to test out the 4th generation FullDive machine created by Rath. He was told that other users had seen a ghost and so he ...
Kishi and Oda make reference to each others works from time to time.
For example, One Piece made a reference to Naruto in chapter (766):.
Nami's dress with has symbol on it, and how there's a fox eating ramen with a whirlpool on its back.
Kishi also put a One Piece skull and crossbones (along with the straw hat) on the very last page of the last chapter ...
I don't think so. Lyrics from Utena duel songs talk about high abstract concepts which do not have a direct significance to the duel they accompany (or any other duel). In my opinion, it is just inicidental.
There's also a crossover drama CD. The second disc adapts the "Versus" storyline mentioned in Astral Sea's answer; the first disc is just two separate storylines (one for AW, one for SAO) with no crossing-over.
At this point there is no "official" collaboration in the anime or outside between this two, but a special collaboration was made by MAG Project (Manga-Anime Guardians Project).
With the purpose of being publicity for anime and manga, “Join Us,
Friends” essentially creates a bridge and brings together publishers
and anime companies that compete in the ...