I've been really scratching my head on how they could link together though. They all seem to have really different opponents.
Agreed. I think that such a campaign would have to be more "episodic" with the same characters in a new place each time, sort of like old Star Trek episodes.
On the other hand, a lot of Appendix N literature takes a similar apporach. Robert E Howard never really spent much time worrying about how Conan got from adventure to adventure, either.
My entire campaign so far has been DCC modules strung together, besides the few sessions in Tegel Manor. I started with Sailors on the Starless Sea, then Portal under the Stars, People of the Pit, some Tegel Manor, Emerald Enchanter, tiny bit of home made stuff and now we are on the Sea Queen Escapes.
A little set dressing to click it together, but really not very much. Next on the list with any survivors are Dealer Who dealt in Stardust and Jewels of the Carnifex. Both of these will take place in the City State of the Invincible Overlord.