I like character continuity. Some time ago my Carrion Crown campaign finished, in which I played a kitsune oracle who was a big fan of terrible raunchy romance novels. I decided that, after all that happened in the campaign Genzo -my character- decided to become an author of those very novels he so loved, and began publishing under the pseudonym "A.K.Tsuki".
In my Reign of Winter campaign a character I was playing (she's dead now) had in her starting equipment on of Genzo's novels, so I went and actually wrote part of it and manifactured the actual booklet to use during the game: "Luna di Passione" (A moon of passion).