Readers of both DC and Marvel Comics are used to complicated character continuities that tie multiple storylines into one coherent universe - and this trend of interconnectivity extends so far that there’s a few cases of superhero origin overlap. Most comic characters have a distinct backstory, but there are a handful of superheroes with shared origins. In the most extreme examples, some superheroes have even played a direct hand in the creation of another superhero.
Some of the examples of superheroes with interconnected origins have had their histories intertwined with other characters from the absolute beginning. Others are the result of "retcons" - instances in which writers have retroactively changed the continuity of a character to permanently alter their personal backstory. Retcons are normally used for smaller changes, like justifying a villain's face-turn to heroism, but they can also turn the most mundane origin stories into meaningful ones.
Jessica Jones made her Marvel Comics debut in 2001, but the writers portray her character as though she's existed for far longer. One such retcon is the revelation Jessica and Peter Parker reach while teammates on the New Avengers: they went to high school together. Not only did Jessica once harbor a serious crush on Peter, but she also happened to be there for the most important day of his life.
Readers learn Jones was one of the various unnamed students that accompanied Peter on a field trip to a scientific demonstration - the same field trip in which a radioactive spider bit and transformed him into Spider-Man. She had no way of recognizing the significance of the event at the time and doesn't discover her superpowers until years afterward.
There are plenty of comic book characters who share origin stories, but few of those cases involve characters that belong to different publishers. Daredevil and the Teenage Mutant Ninja Turtles are the exception nobody expected.
When Kevin Eastman and Peter Laird first created the Teenage Mutant Ninja Turtles in comic book form, they intended the characters to be somewhat of a parody of the era's mainstream comic books, which included Frank Miller's epic Daredevil run. The first telling of the Turtles' origin story included heavy visual hints that the radioactive material that mutated them was the same goop that blinded young Matthew Murdock, giving him the powers of Daredevil. Of course, fearing legal action from Marvel Comics, Eastman and Laird couldn't make the connection any more explicit than that.
The origin story of Rocket is only vaguely hinted at in the Marvel Cinematic Universe, and with good reason - it’s bizarre, even by comic book standards. In short, Rocket is originally a therapy animal at a cosmic insane asylum run by robots. When the robots get bored of their job, they perform horrific genetic experiments on the therapy animals so that they can take care of the patients instead - and that’s how Thor's favorite rabbit was created.
Oddly enough, Rocket's origins are first told in the pages of an Incredible Hulk comic. Through a series of strange circumstances, the Hulk ends up on Rocket's home planet of Halfworld, where he gets involved in an insurrection and learns all about the not-raccoon's backstory. He then helps Rocket blast off for the first time to begin his life as a cosmic critter.
As co-founders of the Avengers, Tony Stark and Bruce Banner share a lengthy history of intertwined comic book plots. However, it’s eventually revealed that their shared past goes even further back than Stan Lee and Jack Kirby's original masterworks would have us believe - back to the day the Hulk was born.
It's revealed in Original Sin: Hulk vs. Iron Man that long before his days as Iron Man, Stark was called in to consult on the gamma bomb experimentation that ultimately transformed Banner into the Hulk. During the course of the miniseries, it turns out Stark tampered with the bomb - presumably to mess with Banner - which leads to no shortage of tension between the two.
Stark confesses that his tampering had lessened the power of the device and thus saved Banner's life - at the cost of damning him to live as an enormous, green, rage-filled monster. Banner is left conflicted with this new information, and the pair's friendship remains on the rocks.