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By which I mean, 2 or more games at the same time on the same game board. I suppose that you could even use the other game(s)'s models as cover...

This sounds like a lot of extra work for not really much reason.

It feels like I need more explanation to understand.

We have played narrative games where artillery for another table was on the battlefield for defence, if the objective was destroyed it was marked down the turn.
The other table losing there artillery at that point.
Do you mean something like that ?

I did something similar for the finale of a campaign. Essentially the two defending players were back to back in the middle, but each was fighting their respective opponent for turn 1 and 2. Turn 3 the games merged and it became a 2v2.

Yes, with Kill Team, but it was a case of two separate areas and with only a few models in each. What happened in one area would affect the other, and it required more planning than usual.

Not on the same board, but definitely played concurrent games.

Usually side missions to change battlefield conditions- so BFG ships can make orbital bombardments on one table which affect 40k games on another table, or a kill team sabotaging a field generator on one table so that the 40k army can get through a choke point on another.

In the Octarius books, there are rules where you can remove a unit from the field to represent the unit doing a side mission as a kill team. If you do this, you get bonuses in subsequent turns. If you have a second table, you can actually play the KT game rather than roll for bonuses or deal with other abstractions in order to resolve the results of the side mission.

Not in 40K. In WFB there was a multi-player scenario where there was a main table and a side table. If the side table defenders lost or was out maneuvered the attacker on the side table could enter on the flank of the main table and fight it out with their buddies against the defenders on that team.

I tried it once and the defenders beat the attackers all to hell. I could see how this could be fun especially if the defender is one person.

played, a long time ago, a game of 40k going top to bottom and WHFB left to right - back when the rules were essentially compatible.

rule was neither game could target the other, but they did obstruct and get in the way, and stuff like random forced charges could see combat, scattering blasts hit the other game

was all very silly and done in the spirit of silliness but was actually good fun