Boktai/WMG

The Doomsday World is a fusion of all worlds that have ended or are about to.
The End of the World isn't just a time, it's a place. The Valley of Megiddo. The part of the multiverse that's circling the drain. Thus, any world that ends fuses with it, with the Zombie Apocalypse waiting for them. This is why Bok Zombies can respawn, defeat one, and eventually a timeline where it wasn't killed manifests. This also means that worlds that are in critical danger of ending have a very thin dimensional wall, hence the worlds of Mega Man Battle Network and Metal Gear have had incursions.
 * This also explains Vamp.


 * For a brief period of time, The Heartless of Xehanort from Kingdom Hearts made his base here. "The End of the World" after all.
 * Also, the entirety of Hellgate:London takes place there with the human "survivors" still battling the demonic and undead hordes out of a mistaken belief that their world still exists and can be saved.
 * The abyss from From The Abyss is either the Doomsday World itself, or a tunnel leading to the Doomsday World.

Dark Matter is a form of Nanomachines
Oh, there's a lot of psychic/spiritual energy involved, but ultimatly the Immortals are just the remnants of Neglectful Precursors who believe their own mythology. It's latched onto Dark Energy as its power source, which is why Sunlight can destroy it.
 * As Metal Gear shows us, nanotech can do a lot.

The world of Boktai is the aftermath of the apocalypse in the Mega Man Universe
This would explain the Schizo-Tech. An advanced solar-powered gun, connections to Battle Network's net, a bank with computer terminals, and a huge and apparently quite complex clocktower all exist in an apparently medieval setting?

Galaxy Universe/The Will of the Galaxy was formed from remnants of Sailor Galaxia's Chaos-afflicted energies.

 * Her compassion was twisted by the energies of Chaos: in an attempt to free the Universe from Death, it became Klorofolun, which causes Undeath.