I just found another character who does this — while Andrew was watching Life On Mars, I looked up one of the guest actors and noticed he plays the same character (coroner Oswald Spear) in several episodes of Law & Order:UK. The line of transmission in this case seems to be writer Chris Chibnall, so maybe the character will turn up on next season of Doctor Who. Even more oddly, there is a fanfic which suggests the character is a (Wellesian) time-traveller, but does not use this to explain his presence in two different series.