Tsubasa Reservoir Chronicle - Guide to cameos and crossovers

For more detailed information, please check the wikipedia which cross references the Clamp characters who appear as cameos in the different worlds.

Main Characters:
Fai and Kurogane are original characters created for TRC.
Sakura, Syaoran, Yukito, Touya, Clow, Fujitaka and Tomoyo all come from CCSakura.
Mokona Modoki is from Magic Knight Rayearth.

Cameos
The three Amenosa (Koryo arc) are Akira, Nokoru, and Suoh from CLAMP School Detectives
Chii is from Chobits
King Ashura is from RG Veda
Primera and Princess Emeraude are from Magic Knight Rayearth
The Kudan from the Hanshin republic story arc belonging to Syaoran, Fai and Kurogane come from Magic Knight Rayearth. Their names are Rayearth the firey wolf, Selece the dragon and Windam the bird.
Shougo, Yuzuriha Nekoi, Kusanagi Shiyu and the dog Inuki are from X/1999

Crossover
The TRC storyline overlaps with another Clamp series called XXXholic where Yuuko, the time witch is one of the main characters.
They are set in the same timeline and there are mentions to TRC in XXXholic.