Jason and Leatherface have a direct meeting/confrontation in the Jason vs Leatherface comic.

The quote "SHUT IT OFF!!", from "Evil Dead", and the "BUZZZZ!!", of the chainsaw from "Texas Chainsaw Massacre", can be heard on the TV set Johnny Depp watches in "A Nightmare on Elm Street".

Freddy's glove can be seen breifly in the celler in Evil Dead 2.

A guy gets lethally nailgunned in the face to resemble Pinhead, in Bride of Chucky.

Alice Cooper sang "he's back (the man behind the mask)", at the end credits of "Friday the 13th VI: Jason Lives".
Alice also makes a guest appearance as Freddy's abusive stepfather in "Freddy's Dead".

Alice Cooper was featured in a comic book by Marvel comics in the 70's.
Marvel later did a very short lived Nightmare on Elm Street series in the late 80's.

Alice Cooper, Freddy, and Jason, as well as Ash, Norman Bates, Michael Myers, Chucky, Pumpkinhead, and Ghostface, have all been immortalized as action figures by McFarlane Toys.

Peter Biggs' draft of "Freddy vs. Jason", would have featured a quick little gag scene showing the impaled rotting corpses of Leatherface, Pinhead, Horace Pinker, Gill-Man, and many unnamed others in hell.