In Spirit of the CenturySpirit of the Century, in character generation you specifically include other PCs as "guest stars" in parts of your origin, linking them with common experiences (and, optionally, skills). This got inherited by Dresden Files and other later FATE-based stuff like Disapora, Starblazer Adventures, and optionally in Strands of FATE.
In Ars MagicaArs Magica, the troupe style of gaming is usually reflected in grogs and support characters being generated somewhat "at large" and played by whoever it makes sense to at the time.
In Primetime AdventuresPrimetime Adventures, players collaborate both on creating the characters and the nature of the "show" they are in.