All Is Lost
I've noted in the past that, based on its references, 30 Rock takes place in the world of Lost. But that's a guess. There's practically no question that Once Upon A Time does.
Of course, the show was created by a couple of Lost writers, so it figures. Take the latest episode, "Tiny." It features Jorge Garcia and Emilie de Ravin, but that just means the producers like using old pals.
No, the real evidence is the little things. For instance, early on, Belle (Emilie's character) is watching TV and what's on? Exposé--the show in the world of Lost featuring Nikki, of Nikki and Paulo fame. And at the end of the show, as Emma, Gold and Henry are preparing for takeoff, what airline are they flying on? Ajira--the airline the Oceanic 6 took to get back the island.
When you think about it, the show takes place in all realms, so I guess Lost would be included anyway. But it sure is prominent lately.
PS Speaking of Lost, you might want to check out Alan Sepinwall's new book The Revolution Was Televised, which includes a chapter on the amazing story of how Lost got on TV to begin with.