Project X Zone somehow manages to tie most of its characters together. Some of the known storylines are bizarre, but I suppose that’s to be expected given the nature of the title.
Here’s a summary of how some of the characters come together:
– Dante (Devil May Cry) and Demitri Maximoff (Darkstalkers) become “friends” when Demitri stops by Devil May Cry (the shop) late one night
 – Valkyrie (The Legend of the Valkyrie games) first appears and asks Dante to use his toilet
 – On the cruise ship Bermuda, the ICPO and San Francisco City police are working together
 – Chun-Li (Street Fighter), Bruno (Dynamite Deka), and Rikiya Busujima (Zombie Revenge) meet here
 – They meet Hsien-Ko (Darkstalkers) while investigating
 – If Akira (Virtual Fighter) didn’t find Jin team Tekken wouldn’t be in Project X Zone
 – Jin and Xiaoyu were attacked by a demon
 – Akira shows up by chance.
 – The player has to move Akira over to the weakened Tekken characters and rescue them