NOTE: The primary content of this answer reflects the state of the MCU in 2017. An update titled "State of the MCU in 2022" is now a section appended to this answer. Original answer follows.
You've got a lot of properties listed here, so for the sake of clarification, let's break them out.
The Marvel Cinematic Universe (MCU) is where the films produced by Marvel Entertainment / Disney take place. Films include:
- Iron Man (1, 2, 3)
- Captain America (1, 2, 3)
- Thor (1, 2, 3)
- The Avengers (1, 2)
- The Guardians of the Galaxy (1, 2)
- Ant-Man / Ant-Man and the Wasp
- Doctor Strange
- Spider-Man: Homecoming
- The Incredible Hulk (w/Ed Norton, but not The Hulk starring Eric Bana)
- Black Panther
- Captain Marvel
Cinematic filmed shorts (distributed with the aforementioned films) include:
- The Phil Coulson shorts
- The one with the Chitauri item
- The Mandarin-centric short
MCU TV and Netflix series considered in-continuity for the universe include:
- Marvel's Agents of S.H.I.E.L.D. (ABC)
- Agent Carter (ABC)
- The Inhumans (ABC)
- Daredevil (Netflix)
- Luke Cage (Netflix)
- Iron Fist (Netflix)
- Jessica Jones (Netflix)
- The Defenders (Netflix)
- Punisher (Netflix)
There are additional in-continuity films and Netflix/TV shows announced, but it is not worth listing them until they near release.
These MCU properties will interact with each other, but will likely not interact with anything else. Marvel Entertainment may license Marvel to produce comics explicitly set in the MCU, such as a prequel or side-story; these comics will state this as matter of fact, but based on observations of other such products in the past, it is unlikely that any media created external to the films/television productions will be referenced by the films/television productions.
The Marvel Comics Universe (MU) is where all the standard Marvel comics take place. It has versions of everyone and even added a Phil Coulson analogue. It has crossed over into the Ultimates Comic Universe through cross-dimensional portals. Notably, its version of S.H.I.E.L.D. with Maria Hill, is used in the Marvel Cinematic Universe.
The Ultimate Marvel Comic Universe (UU) is a "hard core" version of the standard Marvel Comics, and their premiere super team, The Ultimates, is the inspiration for at least the Samuel Jackson iteration of Nick Fury and some concepts used in the Cinematic Avengers. It has crossed into the standard Marvel comics universe through cross-dimensional portals. You may be misusing the term "The Ultimates", which refers to the Avengers team as they exist within the UUC. It is not a term used elsewhere in any of the other universes.
The Ultimate Avengers animated universe from the Ultimate Avengers cartoon series featured a version of The Avengers which followed the story established by the Avengers of the Marvel Cinematic Universe, but was cancelled when Disney acquired Marvel Comics. It had not, and likely will not ever due to its nature, be referenced in the films.
The Avengers Assemble animated universe is comprised of the Ultimate Spider-Man and spin-offs, Avengers Assemble, and Hulk: Agents of S.M.A.S.H. animated cartoons with an inherent silly nature to them; these all take place in a separate animated Marvel universe based on, but distinct from, the Marvel Cinematic Universe, even referring to The Chitauri aliens from The Avengers, but using identical characters in notably different ways. For example, the teenage Luke Cage from Ultimate Spider-Man is distinctly not the same iteration of Luke Cage from MCU's Jessica Jones.
The Amazing Spider-Man Cinematic Universe from Sony featuring Andrew Garfield in The Amazing Spider-Man (1, 2) has not crossed into any other properties.
The Spider-Man Cinematic Universe from Sony featuring Toby MacGuire in Spider-Man (1, 2, 3) had a spin-off cartoon on MTV, Spider-Man: The New Animated Series, which followed the trilogy film storyline. It was never referred to by the film series.
Notably, a MCU iteration of Spider-Man portrayed by Tom Holland, distinct from prior Sony versions, first appeared in Captain America 3: Civil War, and has his own MCU film, Spider-Man: Homecoming.
The X-Men Cinematic Universe from FOX features the X-Men (1, 2, 3, First Class, Days of Future Past, Apocalypse), Wolverine (1, 2, 3), and Deadpool films, which reference each other, but otherwise never crossed into other properties. It has not been confirmed where the Legion and The Gifted TV shows meet any of these shows, if at all.
Additional Independent Properties: The Ghost Rider (1, 2), Fantastic Four (Corman; 1, 2; 2015), Blade (1, 2, 3), Daredevil (2003) and Elektra (both share the same universe), and other Marvel film properties not mentioned here, are stand-alone except where their own sequels are concerned or otherwise noted. Blade: the Series television show extends the Blade cinematic timeline.
Some properties (notably the comic books and cartoons) may hide "easter eggs", which extend into the other properties for one-off encounters, but these incidents would likely not ever be acknowledged canonically by the receiving properties.
Has the MCU ever overlapped into another property that isn't directly beneficial to its own continuity, anywhere else?
The MCU as defined above does not cross over into other properties, so no.
The Phil Coulson characters that you cite are artifacts of their individual universes, and while voiced by the same actor, only the film (Avengers, Iron Man 2, etc.) and Agents of S.H.I.E.L.D. Phil Coulson instances are intended to be the same character in the same universe.
Other properties may or do cross over to the MCU, but not officially in the sense that it would ever be addressed in the MCU, fitting with the definition of "beneficial". In fact, none of the films to date has referred to any television or Netflix show, though the shows themselves refer to the films and have film guest star cameos (most notably Agents of S.H.I.E.L.D. and Agent Carter). Most "crossovers" are between the MU or UU characters (who interact a lot, especially during the 2015 Secret Wars), but of note:
- The Spider-Man comics had a Spider-Verse crossover where he met every significant iteration of Spider-Man, including film and cartoon versions. This would never be acknowledged on film, and none of the Spider-Men he met during that adventure were the Tom Holland MCU Spider-Man.
- The Deadpool film featured an extended sequence on an obviously decommissioned MCU S.H.I.E.L.D. Helicarrier; that would be considered an unofficial crossover to MCU from an external source.
State of the MCU in 2022
The answer is now a resounding "Yes".
The original answer was written in 2017. Properties since 2017 have changed that answer. Rather than subverting the original answer, the following summarizes many of the changes.
Since 2017, till July 2022
- The Hulu and Freeform series "Runaways" and "Cloak and Dagger" both crossed over into each other and are tangentially attached to the Netflix MCU via an authority figure in Cloak and Dagger connecting to "Luke Cage".
- Actors reprising their characters from the ABC series "Agent Carter" appeared in the MCU film "Avengers: Endgame".
- All current Disney+ live action series are part of the MCU with film actors reprising their roles and films referencing the series.
- The Disney+ animated series "What If?" and "Marvel Zombies" are implied to be part of the MCU, taking place across the multiverse. Captain Carter from "What If?" is not the same Captain Carter who appeared in "Doctor Strange and the Multiverse of Madness".
- Actors reprising their characters from the Netflix series "Daredevil" have appeared in both the Disney+ series "Hawkeye" and MCU film "Spider-Man: No Way Home", and marketing materials imply they appear in the upcoming Disney+ series "She-Hulk" and "Echo". A new MCU "Daredevil" series with the same Netflix actors has been announced. No official confirmation has been released citing the prior Netflix series events as having taken place in the MCU.
- Actors reprising their characters from the Amazing Spider-Man Cinematic Universe and The Spider-Man Cinematic Universe appeared in the MCU film "Spider-Man: No Way Home".
- Sony created Venom Cinematic Universe with their "Venom" and "Morbius" films; so far, no Spider-Man has appeared in these films, however the separate universe crossed over with the MCU during "Venom 2", "Spider-Man: No Way Home" and purportedly during "Morbius" (it has not been officially confirmed the character in "Morbius" is identical to the MCU counterpart).
- Actors reprising variants of their characters from the X-Men Cinematic Universe film series and the ABC TV miniseries "The Inhumans" appeared in a separate universe visited during the MCU film "Dr. Strange and the Multiverse of Madness".
- The Disney+ series "WandaVision" has a tongue-in-cheek reference to the X-Men Cinematic Universe by casting the same actor who portrayed X-Men Quicksilver to stand-in for MCU Quicksilver.
- ABC's "Marvel's Agents of S.H.I.E.L.D." had a Johnny Blaze Ghost Rider appear for a scene during an episode featuring the Robbie Reyes Ghost Rider. He was never confirmed to be any prior cinematic Ghost Rider.
- Blade appeared off-camera in an MCU film and is expected to have a MCU film released, but it is unconfirmed to be related to prior Blade properties.
- Disney now owns FOX. No version of prior FOX properties not mentioned above have appeared in the MCU, yet. This writer fully expects "Deadpool 3" to join Deadpool to the MCU and reference the "lesser" properties (Chiklis Thing, Bennifer as Daredevil/Elektra, Chris Evans as Johnny Storm, Fant4stik, etc.) as one-off gags.
