Seems like Xur doesn't just travel to the Tower to sell his wares, but also is a vendor at Dalaran at a completely different game.
Pretty cool.
Article here:
http://www.gamespot.com/articles/destinys-xur-appears-in-world-of-warcrafts-new-exp/1100-6442298/
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Another MMO, Elder Scrolls Online, adopted the same type of vendor. "The Golden" shows up on weekends and sells unique armor.