Let me simplify (and maybe change) the question:
HOW DO YOU CREATE A UNIQUE, BUT INCLUSIVE SETTING?
Ripzerai said:
First of all you need some sort of justification for why disparate realities are bleeding together. That's really the easy part - there are so many science fiction and fantasy tropes meant to do that, that it's not a difficulty.
Then you need some common antagonists.
I think the key is the "justification for why disparate realities are bleeding together". I think, like Ripzerai said, it is easy to come up with reasons. However, it isn't easy to come up a new, unique reason. For a novel I'm working on right now, it took months and months of serious brainstorming before I came up with a reason that's unique--a reason that I hadn't heard of before. Again, to quote Ripzerai, "there are so many science fiction and fastasy tropes meant to do that", to justify the bleeding together of disparate realities. But that's also the problem. Most of them have become clichés.
If you manage to come up with a unique reason(s), then, next, you've got to work on mood. Mood is determined by two things: 1) setting, meaning location, background etc.. and 2) characters.
With an all inclusive, kitchen-sink type setting, because the locations and background will often be changing, a main or central location will determined the feel. Example: Sigil. Or, if there is no main or central location, the main characters or type of characters is what will give you your mood and feel. Hanging out with pirates will feel different than hanging out with fairy tale creatures whether you're in the mall or on Mars.
"Then you need some common antagonists".
Yes, common antagonists can be a great unifier. No matter how many diverse things you've got going on in your book or setting or game, if everyone hates the Boogyman, and you periodically show what the Boogyman is doing and how everyone has to react and is influenced by the Boogyman, then you can keep lots of stuff connected. But if you use common atagonists as your unifier, you'd better have some darn good, darn interesting bad guys or you've got suck running throughout your entire work.