I'm glad you asked. A crossover is, basically, a link or connection between two different sources. The term itself is derived from comics, where it's common practice for one character to visit the series of another. The practice isn't restricted to comics though - it happens on TV (as when characters from Mad About You appeared on Friends) and in the movies (like the time that Jay and Silent Bob showed up in Scream 3).

Alternately, a connection of another sort may be made. Without actually appearing in the same works, characters can nonetheless occupy the same fictional universe - Sherlock Holmes is logically a part of the same universe as his descendent Shirley Holmes. Other even more tangential connections are possible, but I think the point's been made. (If you're interested in the historical origins of crossovers, I cannot recomend Jess Nevins' essay On Crossovers too greatly.)

And some times, I just blend two settings together because I feel there's either enough resonance - or enough contrast - between them to create a really interesting place to roleplay.

For the purposes of this site, when such a crossover occurs - or, rather more often, is contrived by yours truly - it is examined in some detail, with the wider ramifications and possibilities explored for the purpose of creating an interesting fictional universe in which to roleplay.