I have my Fendrake world which included the Bitten Backstage books (vampire rock stars) and Brightwater Blood, in a Bottle, the Shadowlands, Decadent Moon, ES Siren, Annwyn...and there are a couple of other unpublished sci-fi and paranormal worlds and also a couple of contemporary worlds as well as a few standalones.
I have no fancy method. Each book has it's own exercise book--which if it turns into a series becomes the series bible. There are no clever segment, just a whole lot of scribbles, sticky notes and tabs so I can find what I need relatively quickly.
In my mind though the two sci-fi worlds of Decadent Moon and ES Siren would never interact, one is all alien and high tech and full of the weird and wonderful while the other is human drama on a spaceship.
The paranormal worlds are also quite distinct as the magic is different, the rules are different and the creatures are different. My goblins would never cross paths with my fairies. This does create the issue of defining the rules and making sure that they are distinct. But once set they exist in their little universe.
I don't set out with a plan when I build either, it all happens organically--which is why I have the messy book instead of a nice plan or organised folder--through the main characters. It's while I plot my stories and plan my characters that the world comes together.
I look forward to creating many, many more worlds to explore :)
~~~SHONA HUSK is the author of the Shadowlands Series and the Court of Annwyn Series. You can find out more information about Shona and her edgy romances at www.shonahusk.com or follow her on Twitter @ShonaHusk, Facebook www.facebook.com/shonahusk or join her newsletter: http://mad.ly/signups/119074/join