I am always kicking around these kinds of ideas in my head. Some of my favorites have been:
Cthulhu/Vampire (a Vampire game set in Arkham)
In my opinion the best genre mish-mash is one the players never see coming. Players make characters for whatever setting and genre they believe is coming, then slowly, as the game progresses, other elements are introduced. The reason this works so well is that anything out of the ordinary retains its wonder.
A perfect example is fantasy. Nobody is scared of a vampire in a fantasy game. Who the hell cares? Dragons are in the woods, so what if some ridiculous noble sucks the blood of others? Especially when in 3 or 4 sessions you'll have as many attacks or some kind of special ability that makes him look like a schmuck.
Deadlands is actually a mish-mash of old west and horror, with some steampunk elements thrown in for good measure. This game doesnt surprise the players in any way, however.