Originally created by SF author Philip Jose Farmer for his "biographies" of Tarzan and Doc Savage, the Wold Newton concept has been used and refered to by a number of authors looking to link the worlds (and families) of the great heroes and villains of the past.
The Wold Newton Universe - Chronology Central
Any GM interested in running an RPG campaign in either the Pulp or Victorian eras (or even in modern times) would do well to look over the information contained on this website. There is a lot of good, usable information contained there. I cannot reccomend it strongly enough.