Xenogears (PS1)

Cross-Series (Chrono Trigger): Lucca from Chrono Trigger makes a cameo appearance. She is in Lahan, teaching you how to use save points. Her sprite only bears superficial resemblance to the ruin diggers in Dazil; also note the characteristic glasses. (Credit: Flying Omelette & Ultimate Chicken)
Status: TRUE: Numerous sources have verified this.

Cross-Series (Chrono Trigger): Another cameo for Xenogears is that the three sages of Shevat are named Belthasar, Melchior, and Gaspar. Same as in Chrono Trigger. (Credit: Tom Otting)
Status: Unverified

Products (Budweiser): In the Aveh Capital Fair, there is a shop with a beer keg. The shopkeeper will offer you some "Bartweiser" beer, pun on the real-life Budweiser beer. It even ACTS like alcohol and gets you drunk; If you choose to drink it, your screen will start "swimming" back and fourth until you leave the area. (Credit: Ultimate Chicken)
Status: TRUE: (Screenshot) proves it.

Literature (The Old Man of the Sea): The Captain of the Thames quotes Ernest Hemingway; in particular is this widely-loved quote amongst the Xenogears community, from "The Old Man of the Sea": After all...(He is) (a man) (of the sea). (Credit: Ultimate Chicken)
Status: TRUE: Screenshots prove it.

Cross-Series (Final Fantasy 7): The wall potraits in a home in Solaris look vaguely familiar. I can't identify the guy on the left, but I'm pretty sure the one on the right shows Tifa Lockheart from Final Fantasy 7. (Credit: Ultimate Chicken)
Status: TRUE: (Screenshot) proves it.

Anime (Macross): In disc 2, to defeat the Solaris Fortress Hurricane, the group is forced to go to Noturne and "borrow" their capitol building, which turns out to be an ancient battleship which can convert into a gigantic mecha form known as the Super Dimensional Gear Yggdrasil IV, a homage of sorts to the Super Dimensional Fortress Macross of Robotech/Macross series fame. The gear even takes some design hints from the series; it has a weapon similar to Macross VII's Battle 7 Gun, the SDF-1's torso construction, and a VF-1J head. (Credit: Ultimate Chicken)
Status: TRUE: (Screenshot) proves it.

Xenosaga Episode 1: Der Wille zur Macht (PS2)

Cross-Series (Xenogears): In the Japanese version of Xenosaga, in Hakase's lab at the Kookai Foundation, there's a lineup of scale models of past giant robots. One of these is "Element-DX," which is actually the Elements' Gear from Xenogears. This was, unfortunately, removed from the U.S. version; the lineup has been replaced by another pile of junk. (Credit: Dan Tanaree)
Status: Unverified

Xybots (Arcade)

Cross-Series (Berzerk): Xybots is supposedly a homage to the classic arcade/Atari game, Berzerk. (Credit: Prime Op & Dire 51)
Status: TRUE: Verified by FO. Numerous sources confirm it.