There have been several references to the two games being connected. And don't foget that Slaves to Darkness and the Lost and the Damned books had 3 different games inside

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The Liber Chaotica Nurgle book discribes the journey of a scribe from the warhammer universe entering the warp only to see Mortarion and his Marines who sail the stars

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IIRC When the Dark Elves won the Albion event they were rewarded by discovering an ancient gauntlet (powerfist), a sword that could cut through anything (powerweapon), a strange hand-held weapon that destroyed enemies at a distance (bolt pistol) and a suit of indestructable armour that enhanced the wearers strength (power armour).
I also remember a story involing the Empire fighting the hordes of Chaos and within the chaos army were warriors of great size, weilding toothed blades and hand-held weapons that spat death, while wearing armour with grilled masks.
Personally, I've always felt that the Fantasy realm was the center of the Eye of Terror and that the Eye of Terror was born from the same disaster that caused the polar gates of the Fantasy realm to collapse.
Sorry if my sentance structure is a mess

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