aw, who am i kidding, i get a kick out of this stuff. i'll keep looking it up unless you guys tell me not to bother!
Orcus and Demogorgon also appeared in the basic D&D rules (I forget exactly where), so there is always the potential for a Mystara connection.
Back to the archives CD...
Leomund's Tiny Hut (#76): Hey, since the death master is returning in the Dragon Compendium, you have a potential for a crossover here when mentioning their master Orcus...
Demonology Made Easy (#20): There's a cool picture of Orcus here.

Useful article, too.
Setting Saintly Standards (#79): St. Kargoth, King of the Death Knights, appears. Also St. Bane the Scourger, who killed Orcus' servant the witch-ghoul Khuul and nearly Orcus himself.
A Touch of Evil (#126): Suggests that death knights are bound to Demogorgon, and that the ghast is powerful due to "continued exposure to the magical forces of the Abyss." Likewise, Orcus and Demogorgon are blamed for skeletal warriors, and Orcus claims vampires as his servants.
Clerics Must be Deity-Bound (#85): The suggestion is made that Anubis probably hates Orcus, most likely due to portfolio conflicts.
The Ecology Of The Ixitxachitl (#85): Since the evil rays serve Demogorgon, Orcus sends marine undead (such as lacedons) to oppose them.
The Known World Grimoire (#196): The orcish Tribe of the Sea Plague have their patron as Oruguz (a.k.a. Orcus).
Patron Demons (#42): The topic should be obvious from the title!
Other named major demons (form ye olde Monster Manual II index):
Type VI: Alzoll, Balor, Errtu, Ndulu, Ter-Soth, Wendonai
Type V: Aishapra, Kevokulli, Marilith, Rehnaremme
Type IV: Bilwhr, Johud, Nalfeshnee