It's not uncommon to see characters cross over the virtual wall to another game either as allies or enemies but it's always amazing when we do see it. Especially when characters from film or TV enter the virtual world.
It also allows fans to go wild with speculation of a greater universe or shared world where all these characters exist - deepening the lore and world-building

So who are your favourite or memorable guest characters in a video game?
(for this I'd avoid games like Smash, Multiverse, or Marvel vs Capcom and the like. These games were centered around having unique characters from different worlds meeting

Here are a few of my favourites:
Kane and Lynch in Lara Croft and the Guardian of Light. Complete with middle aged man bickering and F Bombs

Democratic+ Republican Nominees/ Former Presidents in NBA Jam (2010). If you want to see Hilary Clinton dunk on Sarah Palin outside the polls and TV stations, this is the game.

Lastly I gotta include:
Yoda & Darth Vader (and the Apprentice) in Soul Calibur IV (2008). Complete with limited exclusivity between consoles fuelling the fire of the 7th generation console war and tie-in with The Force Unleashed with a playable Starkiller.
(Anyone else notice guest characters seem to appear more in fighting games?)