I just want to clear something up. I'm asking for examples of episodes that were released in two different Complete Season DVD collections. I know it's not really the same thing as being part of two different series, so perhaps I should've given this thread a better title.
Right, in that case, you mean something like the X Files episode "Jump the Shark", which wrapped up the storyline for the Lone Gunmen characters. As a result, it's on the X Files season 9 set, and on The Lone Gunmen set.