I have speculated about a multi-period series somewhere else but let's go through it again. Works by Poul Anderson could easily have been adapted in this direction:
(i) a heroic fantasy series set in a prehistoric, even mythical, past;
(ii) a historical fiction series;
(iii) a contemporary fiction series;
(iv) a future history series, covering multiple periods;
(v) a time travel series linking (i)-(iv).
Some characters in the historical and contemporary series would turn out to have been time travellers.
To preserve the realism of (ii)-(v), their references to (i) would have to be ambiguous or tangential. But it could be done.