Nintendo master you make a very good point..
it would hav to be something like Dr. Robotnick in his mad science discovers this other dimension for the two worlds to come together...
either that or either Mario or Sonic would have to be stuck in the other world some how...
but your right...
please let me enlighten you all and tell you that there is a fantastic story involving mario AND sonic (at least i think its good)
well they're just flash videos but if you like DBZ you will like this its called
SUPER MARIO BROS Z
look for it on newgrounds.com there is like 7 episodes...