Crossover
A crossover character is a character who exists both within the Doctor Who Universe and one or more other fictional universes. Although, within the Doctor Who Universe, fictional characters have appeared as such (within the Land of Fiction, for example), characters from other works have, from time to time, from other continuities gotten involved.
Throwaway lines alluding to other fictional universes are more common than actual appearances of characters from those universes.
Examples
Television examples
So far, only one major crossover has occured on televised Doctor Who, when the the Doctor and some of his companions met the cast of EastEnders, in Dimensions in Time. Of course, EastEnders is fiction in the Doctor Who Universe, as revealed in Army of Ghosts, just as characters like the Doctor and the Daleks are fictional in the continuity of EastEnders.
Comics examples
When Marvel UK owned Doctor Who Monthly, later Doctor Who Magazine, guest characters would tend to cross over between Marvel UK titles.
Prose fiction examples
The Old Ones originated in the Cthulhu Mythos, which pre-dated Doctor Who. Iris Wildthyme originated in the independent works of Doctor Who novel writer Paul Magrs.