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Lord of Runes extensively references the events in The Compass Stone (Eando Kline's adventures in the first two adventure paths).
As Rysky mentioned, Reign of Stars mentions some of the characters from Worldwound Gambit, and makes references to people and places from Iron Gods. Also, Pratt's two different series obliquely reference each other, in that Alaeron is directly involved in how Roderick ended up with Hrym.
Those are the only other two that I can remember.