It can be somewhat common among spinoff series or when cross promotion is desired, for characters from one series to appear in episodes of another series. This has most recently been seen in some of the Law and Order episodes, and in various episodes of the NCIS and CSI family of series.
As noted in some of the comments in this question, there have been a few cases of spinoff series appearing on other networks. I'm interested in finding out if there have been instances of character crossover in currently running episodes on competing networks? (Just as an example, members of the cast of Bones (Fox) appearing on CSI (CBS).)