Black ziggurats, eerie ships, forgotten gates, strange artifacts, multidimensional tunnels or shantak rides are fair game. Recycle certain NPCs but with a twist. A loyal soldier in one is a serial killer in another. The old werewolf miner with a limp becomes a wolfoid silt pirate on crutches. And so it goes. Then run the whole glorious mess, moving between settings as game circumstance and group whim demands.
Allowing for bleedover gives spice. It allows for things like:
- Inhuman wizards wield space-age sorcery, others jealously-guarded handguns.
- Adventurers find aquazatl nests of rusting oil rig struts.
- An increasingly-deranged gang leader consults a sinister codex.
- The psychotic knight rides a cyclopean, roaring iron steed.
Among the encounters for each setting, sprinkle in oddities according to taste and availability of tranference mechanisms. If you're atop a 'hellmouth' spewing postapocalyptic mutants, this'll skew demographics - you might also consider moving. Locals will react to anomalous phenomena. Some build walls, others build inns - a few may forge empires built on the mechanism.
One thing's for sure. You'll never be short of material.