“The only good kind.”
A crossover comic is when a character from one comic book jumps off the page and climbs into another comic book. This usually occurs in comic book stores - where there are large numbers of comic books in the same place. Reasons for doing so vary wildly depending on the characters involved.
One common type of crossover involves Superman deciding to fly over to Gotham City and totally beat the crap out of wimpy Batman, who is obviously totally powerless against Superman's Ultimate PWNING Red Underwear Powers. Sometimes Spider-Man even shows up to get squished by Chuck Norris.
Occasionally, children's cartoon characters end up accidentally jumping in to hardcore porn magazines, with hilarious results.