You can create same-named collections in each library and they’ll show up as related content.
Here’s two examples of how this can look/work.
Matrix
Matrix collection with the main features, soundtrack and a specials movie I’ve stored in a separate library
Ghost in the Shell
Ghost in the Shell collection with the animated and live action movies, linked to the related shows.
There’s an existing suggestion thread discussing an option to actually place items from different libraries into the same collection. If that’s what you’re aiming for you should comment/vote in that thread in order to help us avoid distracting or cannibalizing votes (in which case we should close this thread as a duplicate).

