My group and I have had a long-standing series of campaigns for years now in which each of our ccampaigns influenced and succeeded one another. Our first campaign was a Rogue Trader campaign that involved establishing a powerful Rogue Trader family in a position of enormous influence throughout the Calixis Sector and the Koronus Expanse. Over the course of that long campaign my group established power bases, allies, areas of influence, fleets of ships etc. and disocvered more than a few planets. The PCs also married into noble families in the Calixis Sector in several cases. Actions by the end of this campaign were exceedingly far reaching, including the introduction of a Space Marine chapter into the Expanse when the RT PCs gave them a planetary system for recruiting to replace their own lost recruiting worlds and swore binding oaths of protection and cooperation in the service of the Imperium. Big picture stuff, my plaers planned and intitated a lot of it, they loved it.
The second campaign was a Dark Heresy campaign which went through Ascension. This arc occurred decades later and the now esconced PCs from the previous campaign and their allies and assets were major NPCs and features of this campaign. One of the RT character's had a plant in the acolyte cell and would eventually sponsor anotherof the acolytes to become an inquisitor. Another of the RT characters basically fell to Chaos by the end of the previous campaign and was a powerful antagonist throughout the entire campaign, attempting to kill the PCs from time to time but mostly leaving a path of destruction in his wake that sometimes intersected the PCs and sometimes happened in the background. Another RT charater was visited in the system he ruled as a vertible king and a fourth made a cameo joining the party for part of an arc before callously making off with loot, vastly complicating objectives. Eventually the acolytes/throne agents ended up picking sides in an Inquisitor War in which the RT characters were on opposite sides and which dramatically reshaped the political landscape of both regions. I also arranged for the PCs to uncover through an extended and primary arc the existence of a mysterious warpgate on the edge of the Calixis Sector.
The third campaign which is still ongoing and is about to hit rank 8 is a Deathwatch campaign in which the PC kill team has interacted frequently with RT characters who are significant sponsors/contributors to the campaign and the aftermath of thsoe characters' political machinations had dramatically impacted the sorts of forces the Kill team fights along side or against. The Inquisitor of the Chamber at Watch Fortress Erioch is the Inquisitor PC from the previous campaign, sent to the Jericho Reach in part as a means of effective exile since the end of the Inquisiton War from the previous campaign. Crusade forces in particular feature a number of SMs from the chapter brought to the Expanse in the first campaign and one member of the KT is from this chapter. KT missions have regularly been ordered on the behest of the PCs from the second campaign or even as a result of the PCs from the RT campaign manipulating events as they prosecute the Crusade. Servants of the RTs have come in to pick up (loot) the pieces in the wake of KT missions more than once and some of the threats and plot arcs from the second campaign have continued into this one, providing more continuity and allowing interesting cameos and politcal plays that would have been much less rich in a normal DW campaign where the majro NPC players were largely unknown and their motivations and identities would have to be built up from scratch.
I realize this is not exactly what you meant by your question, but I felt like it was definitely an example of my DW game being influences by other 40k games, and I would recommend the concept even just on a small level as I have had a blast with it and so have the players.