Lightning gets around. She seems to be getting around Final Fantasy XIV: A Realm Reborn just fine in this new video from Square Enix. The FF XIII star will appear in one of A Realm Reborn's events, and getting through that event will earn you an item from Lightning Returns.
The cross promotion goes the other way with XIV items to be found in upcoming game Lightning Returns. Costumes and weapons can be found by taking on quests.
I can't get over 0:42 in this video. The character looking at Lightning seems perturbed. Maybe he's upset that she's in his game.