I think by your criteria this is the first time it's been done in movies. Because obviously it's been done a lot in books and comics, but you really needed a huge budget for FX and have a ripe environment for superhero movies.
However, the Philip Jose Farmer books ita and I were discussing attempt to do a kind of reverse-engineered shared universe - The Wold Newton Family.
And in TV there's a shared universe largely through St. Elsewhere which links everything from CSI to Homicide to Cheers to ER to Friends.
ETA:
The TV one is better known as the Tommy Westphall Universe.
Yep, that's the other one I was thinking of.
you really needed a huge budget for FX and have a ripe environment for superhero movies.
Well, it doesn't HAVE to be superhero movies. That was not in the criteria!
Murder by Death?
Though that was primarily based on books and was a farce/satire/send-up/whatever. (granted, I think most of the detectives had appeared in movies)
HOW CAN ANYONE WRITE A WHOLE ARTICLE ON KATE AND NOT MENTION THE LION IN FUCKING WINTER???
HOW???
No, seriously, HOW???
FUCK THE LION IN FUCKING WINTER, WHAT ABOUT THE GODDAMN AFRICAN QUEEN?
The author mentions that JZ, though not in detail.
If there is a trailer on Apple, there's a real movie, right?
[link]
I'm too scared to actually play it, in case it does something to my brain.
I also don't have the right cultural background to fully appreciate the universe.
The criteria are (1) Multiple movies (2) not directly connected to each other (ie, not a single movie series/franchise) (3) that exist in a shared universe.
So unrelated movies that are eventually linked by some kind of crossover?
Freddy vs. Jason. Alien vs. Predator. Dracula vs. Frankenstein. Destroy All Monsters.
You could make a case for Who Framed Roger Rabbit. And Pixar, via the Pizza Planet truck.
And then there's Tarantino. His movies are interlaced in more subtle ways, like, Vic Vega and Vince Vega are brothers. If you require multiple authors, Kill Bill pulls together unrelated characters from Japanese & Chinese pop culture. Or add Rodriguez; Michael Parks played the same character in From Dusk till Dawn, Kill Bill, and both parts of Grindhouse.
...Although if there have to be multiple creators, I'm not sure why Avengers counts.
Destroy All Monsters.
Oooh, yes! Definitely the Godzillaverse!