Actually, that happened to me last night. Not only did it involve NiGHTS, but it also included Robotech. Side note about robotech, haven't watched the anime yet (except unless you include macross, but I forgot which it was) but I have played several games.
Anyways.....
I dreamnt that I was flying through Spring Valley in my veritech fighter, a VF-1S, custom paint job that consisted of blue and silver. Minding my own business, I didn't notice the huge rain cloud that was looming over the museum from the Soft Museum stage (odd, I know). Next thing I know, a huge battleship appeard out of the cloud, and what game marching out were the Zentraedi, but here's the weird part. They all looked like Wizeman, and for some odd reason, Puffy. So as I'm getting ready to engage them, I get a transmission from NiGHTS, who ironically has his own veritech, again with his colors, and Clawz, who oddly looked like my cat Katie, again, with her own veritech. Both were my wingmen, and we just dove into the whole mess of 50 foot tall (don't really know what that would measure out to meters, but I will find out soon) Wizeman and Puffy's.
Needless to say, the battle was interesting and we won. I kept spamming my missles and NiGHTS veritech, which was interesting, had it's own variation of the paraloop. After that, we went to I guess a bar in Spring Valley, me with a Smirnoff Ice, NiGHTS with a Foster's, and Clawz (aka my cat) with a Pepsi. How's that for a crossover?