The character of Claudia, from Warehouse 13, crossed over to Eureka on the episode aptly titled "Crossing Over."
Added:

Eureka Season 4 Episode 5 Quotes

Fargo: One day of getting to look like I know what I am doing, is that too much to ask for?
Carter: Evidently.

Claudia: This is Eureka, I was kind of hoping to see something insanely weird.
Carter: Consider yourself lucky.