Alyx Vance appears in the same game as Sheckley, voiced by Adam Baldwin. Adam Baldwin plays Colonel Dave Dixon in Stargate SG-1, in which Richard Dean Anderson appears as Colonel Jack O'Neill. Richard Dean Anderson voices Killian Darkwater, the mayor of Junktown, in the first Fallout game. Junktown is where you meet the first Dogmeat of the Fallout franchise, and in-universe, that Dogmeat is the ancestor of the Dogmeat who appears in Fallout 3.

So we have Alyx and D0G linked to Ellen.