Shadowrun was cross-platform for PC and Xbox360. It was a matchmaking system where one of the players hosted like Space Marine. I don't know of one that's cross for both consoles though. EDIT: Nice avatar Miguel. You're probably the only person on the forums that has a real picture that is also 40k...and themselves!
I know that recently the issue of patches and hotfixes taking time to reach consoles has come to a head, and the consoles have made it easier as of late. For example, with the game Injustice: Gods Among Us, both Sony and Microsoft allow NetherRealm Studios to do direct patches and hotfixes without having to go through them first. Hopefully that policy will continue and extend to EC. Yet, unless Microsoft changes their policy, they will force EC to split the universe and have separate Xbox-only servers. Sony though will have no problem a la Final Fantasy XIV which right now is cross-platform between PC and PS3, where players on both platforms share servers and fully interact. If Microsoft doesn't change their policy, then EC will have to go just PC/PS4, which is fine by me.
PC/PS4 is fine by me too. I would love to stomp some console players with my PC Squad of friends. This would actually be just another reason for me to log in and join the battle!