Linked camopaigns work best with a storyline complete with plot. ou proceed with the plot depending on what battles are fought and how they end. As it is storyline rather than mechanics based you can incvlude games of 40K in this.
Crossover games tend not to work by mechanics though because of the diffferences in scale. Say for example you wanted to link Epic and Gothic together via a planetary assault ( the easiest way) one salvo of fire from one cruiser can kill enough of th transports that t6he followup game of epic is a foregone conclusion.
A story driven campaign would take this in its stride as the referee would say something like: ' The invasion plans are in tatters after the losses taken by the transport fleet, However a strike cruiser turns up to assist. It is decided that where an army has failed a small force could succeed, a half company of marines is standing by to help salvage the situation. Where do you want to strike? a) The planetary orbital defences command center or b) tyhe ptrimary targeting and surveyor station or c) a small overlooked starport on the least developed continent.'
Note that the referee gives tactical choices while steering the campaign. The choices dictate how the campaign progresses strategically.
Then the choice is followed up by the surgical strike: an ordinary 1500pt 40K battle. If the raid is successful the invader gets to land a Guard reghiment and a battle of Epic is played probably baed on which of the three choices for a countermove is exercised by the defender.
The battles follow on with Epic (win these to conquer territory and ultimately win the game), Gothic (win these to dictate flow of reinforcements and strategic movement), and 40K (useful as no matter how badly you are getting hosed on the plantary scale you always can muster forrces for a 40k game to win back a chance with a small strike/raiding force ). The battles progress until the referee decrees that campaign, and the planet, is won and lost.
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