This is a minor one, but it's still neat.
In The Ultimates #1 (January 2002), we see that Captain America, aka Steve Rogers, is engaged to a girl named Gail.
In The Ultimates #3 (March 2002), paying close attention reveals that Gail's last name is Richards
So what does this all mean? In the serial Captain America (1944), Gail Richards is the secretary and love interest of Captain America, aka District Attorney Grant Gardner.
As you might guess, the serial was quite different from the comics of the time. But interestingly, the serial itself exists within Marvel Comics continuity, presumably because Captain America's identity was classified at the time it was made. Whether intentional or not, the existence of the serial in the comics may provide a good example of why Gail Richards or Grant Gardner have never appeared in the comics personally (excluding Ultimate Marvel, that is).