I think to make a good cross over game you have to have a situation where it makes sense for the two to meet, and not just make one up because you want to have a cross over game.
That's the issue with Cross Edge, that story was terrible because it was a bad attempt at getting all of these worlds to come together. On the other hand having Dante show up in SMT: Nocturne made perfect sense and fit in with the story that was already there for the game as a whole.
...









