Cameo

A cameo is a type of link between stories.

It happens when an element from a story appears in another story. There actually are two types of cameo: the In-universe cameo and the sub-fictional cameo, depending on the role of the element.

In-universe cameo
It happens when an element from a story appears in another story as a real element. Depending of the possible canon of that element, it might mean that the two stories happen in the same continuity or that the element exists in both universes. Here are two useful examples:
 * In the movie Predator 2 the skull of a Xenomorph from the movie series Alien makes an appearance.
 * In an episode of The Simpsons, Mario appears and fights Homer.

In the first case it is very likely that Predators hunted the Xenomorphs, so we can assume the two movie series taking place in the same universe. This is later confirmed in the crossover sub-series Alien vs Predator.

In the second case is very unlikely that the Mario series happened in the same continuity as the Simpsons, so we can assume that an alter ego of Mario also exists in the Simpsons universe.

Sometimes the two things might be combined, so an element from its own universe has a cameo in another universe. This is only possible when that element is capable of extra-dimensional travel.

Sub-fictional cameo
It happens when an element from a story appears in another story as a fictional element. It indicates that the universe in wich that elements belongs is a fictional universe within the fictional universe.

An example is in the movie Nightmare on Elm Street, where a scene from the movie Evil Dead appears for a second on a TV screen. This means that within the universe of Nightmare on Elm Street, Evil Dead is a fictional story.

It might happen that an in-universe cameo or a crossover later revails that the two stories actually took place in the same universe (as in the case of the comic Freddy vs Jason vs Ash, that crosses over the Evil Dead series with the Nightmare on Elm Street series). In that case it could mean that the sub-universe was both real and fictional (so in the Nightmare on Elm Street Universe, Evil Dead is a movie, but also happened to really take place) or that the crossover takes place in an alternate reality (so, even if all stories are canonical, in the comic continuity that TV scene never took place).