Farmer also had Tarzan crossover with Holmes (The Peerless Peer).  His Wold Newton stuff is laid out in Tarzan Alive, his fictional "biography" of Tarzan (sums up the novels and explains away inconsistencies), where he provides a family tree, linking him to other literary characters.  He continued in in Doc Savage:  His Apocalyptic Life, which did the same for Doc.  The basic premise is that a meteor crash landed near Wold Newton (an actual event) and the site was visited by a group of people who either themselves became extraordinary people (Fu Manchu, Sir Percy Blakeny, etc) or their descendants did (Tarzan, Doc Savage, the Shadow, etc).  Farmer's The Other Log of Phileas Fogg links Fogg to an alien race, while his Barnstormer of Oz provides a son (I think) of Dorothy Gale (Wizard of Oz).  Farmer also wrote Greathart Silver, for Byron Preiss' Weird Heroes anthology (and 2 more stories), which included pastiches of all kinds of pulp heroes.

I doubt a real crossover of Conan and Elric would work like you think, as Moorcock was pretty critical of Conan and Robert E Howard.  Elric was kind of created to be the antithesis of the Conan-style barbarian hero.  Moorcock favored Leiber more; while, similarly, he preferred Mervyn Peake to JRR Tolkien.

A good series to check out is the Tales of the Shadowmen anthologies, from Black Coat Books.  The series is edited by Jean-Marc and Randy Lofficer, who focus on the French Wold Newton Universe, which connects various French pulp and classic literary characters.  The anthologies feature a lot of people who have played in the Wold Newton universe (Win Scott Eckart and some others), writing their own crossovers and pastiches, with the rule that at least one character has to come from French literature.  The first volume features a story where the French avenging cinematic hero Judex (a silent serial hero who predates the Shadow by about 20 years) investigates the theft of the Gotham Girasol, a valuable ring that belongs to Thomas and Martha Wayne.  Also appearing in the story is Kent Allard, aka Lamont Cranston, aka The Shadow.  It explains where The Shadow got his girasol ring and his link to Batman, while providing an inspiration for his own heroic identity.  Kim Newman did a few stories (later expanded into a novel) called the Angels of Musik, that mixes the Phantom of the Opera with the premise of Charlie's Angels.  The Phantom, aka Erik, is the "Charlie" figure, given commands unseen, and his angels are Christine Danae (from the novel), Irene Adler (from "A Scandal in Bohemia") and Trilby O'Farrell (from the novel Trillbey, which features Svengali).  They run up against a scheme from Josephine Balsamo, a recurring villain in the Arsene Lupin stories (based on Giuseppe Balsamo, a figure in a novel by Alexandre Dumas and the person known as Cagliostro, in European courts).  A second story has new angels, Gigi, Rima the Jungle Girl, and Eliza Doolittle, going up against Charles Foster Kane, as well as Dr Mabuse.  Another story in a later volume has Barbarella meet and bed and then dump Captain Kirk.  Xavier Maumejean wrote some of my favorites, including an origin of The Village, from The Prisoner, a battle of wits between PG Wodehouse's Jeeves and Agatha Christie's Poirot; and, a story with the French pulp villainess Madame Atomos (a Japanese scientific genius out to avenge the bombings of Hiroshima and Nagasaki), Madame Hydra (aka Viper) and Modesty Blaise.  Separately, he wrote a novel called The League of Heroes which features a super group that includes Captain Hook, a Lord Kraven, Phileas Fogg, Sherlock Holmes and several others, in an alternate Britain, plagued by Peter Pan.  Then, it moves into slightly different territory, as things aren't what they seem.

Sherlock Holmes made a couple of unauthorized appearances in the Arsene Lupin stories, by Maurice LeBlanc, which led to threats of a lawsuit.  LeBlanc then changed the name around a bit in subsequent editions.

Tales of the Shadowmen are filled with great stories and characters, including:  Judex, Irma Vep (both from silent film serials directed by Louis Fuillade) and the Vampire Gang, the Black Coats (a criminal gang), Doc Arden (a French scientific hero that predates Doc Savage), Dr Omega (a time travelling inventor that predates Dr Who, but is very similar), gentleman thief Arsene Lupin, psychotic master criminal Fantomas, the French detective Maigret, C Auguste Dupin, Becky Thatcher (Vanity Fair), characters from The Moonstone, Sar Dubnotal (an indian mystic character from French pulps), OSS 117 (a spy in a series of novels that spawned a film series and the later Jean Djardeau spoofs), Madame Atomos, Dr Natas (a Fu Manchu swipe), Django (from the Sergio Corbucci spaghetti western), Lemmy caution (a French detective from a series of books and films), the Nyctalope (a French cyborg hero, long before Steve Austin), JimGrim (Talbot Mundy's adventure hero, predating Indiana Jones and RE Howard's El Borak), Belphegor, Dr Loveless, Dr Mabuse, Josephine Balsamo, Barbarella, D'Artagnan, Dracula, The Little Prince, Zenith the Albino (which inspired Elric), Rouletabile, Gregory Temple, Napoleon Solo, Captain Kronos, Machiste, Solomon Kane, Curious George, Babar (who is overthrown in an Animal Farm-style Communist uprising), Captain Future, Northwest Smith (one of the inspirations for Han Solo), Rocambole, Cyrano, Captain Nemo, Asterix, Kato, ete, etc.........


Within the stories, certain characters are tweaked to be stand-ins for others, Dr Natas is written as Fu Manchu, Doc Arden is made more like Doc Savage, Dr Omega more like the William Hartnell Dr Who, etc).  Some stories are better than others, some are humorous, others are straight adventures, some get rather esoteric.  There is a character guide at the back of each to explain who some are (well, they give you credits, so you can go look it up).  They also did a reference guide to the Shadowmen, explaining who the main characters of the French Wold Newton Universe are, particularly those who Alan Moore used for his Les Hommes Mysterieux.

If you want crossovers, you'll get your fill here.  Also, Kim Newman's Anno Dracula books are filled with characters from film, tv, comics, pulps and literature, from the eras in which the stories are set (Victorian London in Anno Dracula, WW1 in The Bloody Red Barron, Italian Cinema in Dracula Cha-Cha-Cha, tv, film and comics for Johnny Alucard).  He also threw in some homages in his Diogenes Club stories, a sort of parallel spin-off to the group in the Anno Dracula stories.  For instance, a vampire servant of the Diogenes Club in Anno Dracula is Daniel Dravot, from Kipling's The Man Who Would Be King.  Another character is a vampiric secret agent, named Hamish Bond (Hamish is Scottish Gaelic for James).  In Dracula Cha-Cha-Cha, there is an American actor portraying Hercules in a series of films, named Clark Kent (who was played by George Reeves on tv, whose name is similar to bodybuilder Steve Reeves, who played Hercules in Italian movies).  In the Bloody Red Barron, there is a Captain Albright (aka Captain Midnight), Kent Allard, Robur the Conqueror, Count Orlock and an English flyer named Biggles.

So...much..fun!!!!!

Coming in the Summer/Fall from Meteor House.

Farmer was basically borrowing from Talbot Mundy, who wrote a novel, called The Nine Unknown.  It's one of his JimGrim novels, featuring hero James Schuyler Grim, who may have been based on TE Lawrence.  He has adventures in Arabia and Egypt and Mundy mixed in the teachings of Theosophy, which suggested a group of Masters had 9 secret books of knowledge that were guarded to protect humanity, as they could destroy the world in the wrong hands.  Opposing the Nine are 9 Kali worshippers.

JimGrim, as I said, might have been inspired by TE Lawrence, as well as Allen Quatermain.  They predate RE Howard's El Borak, which covers similar territory.  Steranko's rendering of El Borak was a visual influence on Indiana Jones, which is why Lucas hired him to do conceptual designs and the type of hero draws much from JimGrim, El Borak and the earlier Allen Quatermain.  Quatermain actually appears in a whole series of novels, beyond King Solomon's Mines, including crossovers with Ayesha, the queen from the novel She.  You find that with some other adventure heroes, beyond the nest known novel.  There were several Scarlet Pimpernel novels, multiple Christopher Synn books (The Scarecrow of Romney Marsh hero), Allen Quatermain, Captain Peter Blood and others.

My favorite Op will always be the short story, "The House in Turk Street"

Off the top of my head, Sherlock Holmes, and Count Fosco from The Woman in White (by Wilkie Collins) immediately come to mind. Everybody knows Holmes, but Count Fosco is a wonderful character! Devious, clever, and charming.

Actually, I had been thinking that I should have mentioned Marian! you're quite right. She's a very strong and interesting character in her own right. Consider her included in my list.