Pretty soon, Marvel will be putting out the crossover-to-end-all-crossovers, Secret Wars. And with it, the current Marvel Universe will come to an end. But this isn't the first Secret Wars (heck, it isn't even the second). In fact, Marvel has been having crossovers since the Golden Age of Comics.
The Marvel Universe official began with the publication of Marvel Comics #1 in October 1939. It was quickly renamed Marvel Mystery Comics, but continued using the same anthology format with various heroes/anti-heroes, including Carl Burgos' android hero the Human Torch, Bill Everett's aquatic anti-hero Namor the Sub-Mariner, and Paul Gustavson's costumed detective the Angel (the last one is the only one not still around today, although he did make an appearance in Ed Brubaker and Steve Epting's The Marvels Project). Each story was separate from the others...until, that is, Marvel Mystery Comics #8 (June 1940) where Namor, terrorizing New York, is chased off by the Human Torch.
And thus the crossover was born.
At this point in time, comic books rarely had continuing storylines. Most stories began and ended in the same book. Some were "multi-part," told over several segments, but still contained to a single issue.
Not with the Human Torch/Sub-Mariner fight. In began in Marvel Mystery Comics #7, when Namor decided to attack New York and continued in #8, when the Torch and the Sub-Mariner first clash. They continued their epic battle (dubbed "The Battle of the Comic Century!") in #9, and ended it in #10. And so the shared universe was created.
This shared universe continued in another anthology comic, All Winners Comics. In issue #19 (Fall 1946), the All-Winners Squad was called together. It consisted of Namor, Captain America, Bucky, the Human Torch, Toro, the Whizzer, and Miss America. Instead of the book being divided up into separate stories (like was normal), the entire issue was dedicated to the story, entitled "The Crime of the Ages!" They continued this approach for issue #21 (they skipped #20 for some bizarre reason) — and that was the end of the All-Winners Squad, as the book was renamed Young Allies and was about a group of superhero sidekicks (previously called the "Sentinels of Liberty"), including Toro, Bucky, Knuckles, Jeff, Tubby, and Whitewash Jones. This team wasn't popular, however, lasting only twenty issues (even if they did beat up Hitler, Mussolini, and Tojo). Coincidentally enough, there was also a DC superhero team called the Young Allies, but they didn't last long either.
Unfortunately, by the end of the 1940s, readers were tired of superheroes. The Human Torch's book was cancelled with issue #35 (March 1949), the Sub-Mariner's book ended with #32 (June 1949), and Captain America Comics (by then called Captain America's Weird Tales) was cancelled with issue #75 (February 1950). Marvel Mystery Comics wasn't cancelled, but instead was turned into Marvel Tales, a horror anthology comic.
The Golden Age was over.
It would take eleven years for the Silver Age to begin.