Here's my slightly-huge collection of thoughts on the Myth-Marathon connection.
First of all, I should point out that if the "rogue star" Durandal mentions does have a periodic orbit (unlikely, since the term "rogue" in astronomy usually means its orbit is either nonperiodic or highly eccentric), it can't possibly orbit in a thousand years. Durandal says it's currently located in the "void between the spiral arms," a region which begins at least 10,000 light years from the galactic core. Add to this that the star has to leave the galactic disk at some point, since Durandal says it's only been here a thousand years, and I figure that its orbit must be at least 40,000 light years around. So the star would have to be moving at 40,000 times lightspeed! I suppose it could if it was actually a Jjaro construct or something, but then it would be obvious to Durandal that it's not a star from the speed alone. BTW, Durandal DOES know first-hand about the star's trajectory, or at least, he doesn't have to calculate it if he doesn't want to. He's been jumping around over many thousands of light years at FTL speeds; thanks to the finite speed of light, he's been able to see the rogue star as it was (and where it was) over the past few millennia. If he wants to know where it was two thousand years ago, all he has to do is jump two thousand light-years away from it and look at it. I don't think the star has anything to do with Myth's comet.
Now here's my explanation, with probably ten times as many logical flaws as Forrest's theory.
The world of Myth is either in the past of the Marathon universe, in the past of an alternate universe, or a planet colonized and terraformed by humans, who somehow regressed technologically. I don't think it's in Marathon's past, because Marathon and Pathways Into Darkness both seem to take our real world as their present and past. For instance, Pathways Into Darkness involves the Third Reich, and Marathon's "historical terminals" seem to be historically accurate. So I don't see the Myth world as a possible past for those games. And it's unlikely that Myth takes place on a colony planet--would human colonists stock their planet with dangerous creatures such as wolves and giant spiders? Also, the planet would have to have been colonized for several million years before all the species like dwarves and trow and so on could evolve from creatures that currently exist. I think it's most likely that the Myth world is in a different universe altogether.
But that doesn't mean the universes aren't connected. Suppose Myth and Marathon are in alternate timelines, and the advanced races of Marathon's universe have some way of traveling between them, via wormholes or Star Trek's "quantum singularities" or whatever. Some benevolent race--Durandal's humans, maybe, or the Jjaro--discovers Myth's Earth. They want to protect the inhabitants, but they don't want to interfere unless necessary, so they construct a space station with an eccentric orbit that takes it past the planet every thousand years--the comet. The station's run by someone who's dedicated but not too bright, maybe a primitive AI. All it does is check on the planet every pass. If the humans and allied races are in danger of extinction, the station tries to help them out, and if it detects an alien invasion, it alerts its makers and destroys the invaders. (Remember what it says in the fetch's description, that if Wyrd realized that they were aliens he would "smite them?") Otherwise the station doesn't do anything and just takes data until its orbit takes it back to deep space.
At some point after the station's construction, the Pfhor discover the Myth universe. Their empire's doing poorly (maybe it's already been sacked by the humans and S'pht), and they're anxious to stake out a claim in the Myth galaxy. They'd like to destroy Myth's Earth, having learned by now how dangerous humans and their creations can be, but they don't dare do anything that would alert the space station--they want to keep their presence in the Myth universe a secret for as long as possible. So instead of attacking directly, they covertly aid the barbaric, destruction-oriented Dark races on the planet. This way, they can slow down the technological progress of the Myth humans (and without spaceships and guns and ESPECIALLY AIs, humans are no threat to them), and maybe the Dark can even destroy the humans completely some day. The cycle goes like this.
Just after the space station passes the planet and heads back out into space, the Pfhor sneak in and help out the Dark races. Thus strengthened, the Dark overruns the planet, destroys the technologically advanced civilizations, and generally makes a nuisance of itself. After a thousand years pass, the space station comes back, notes the sorry state of things, and sends help, allowing the Light to reclaim the planet. When the station leaves, the Pfhor do NOT attack again; their Dark minions wouldn't have a chance against the newly-strengthened Light. Instead, they lie low for the next millennium (remember, the Pfhor think long-term), until the station swings by, sees that everything's fine, and heads off again without doing anything. NOW the Pfhor attack the unprepared, unaided Light. Thus, we have the legendary Myth cycle; every thousand years a comet comes by and dominion flips between Light and Dark. The station's occupants are happy because the humans survive, the Pfhor are happy because the humans never progress technologically, and so the cycle is quite stable.
Now how might the station and the Pfhor aid the Myth races? They can't just send down soldiers--the station doesn't want to interfere and the Pfhor don't want to be noticed. Instead, each side sends down a big stash of weapons for its servant races to use. These hi-tech weapons seem like magic to the primitive races of Myth, and in fact I propose that all the enchanted artifacts like Balmung and the Eblis stones and the various "dreams" are actually weapons from the Marathon universe. The space station might have intentionally designed the weapons it sends to appear magical instead of technological, so that the Myth humans wouldn't even try to understand how they worked (and thus it wouldn't mess with their scientific development.) The Pfhor might want to copy that design to fool the station into thinking that the Dark's weapons are actually ones the station itself provided, stolen from the Light.
In particular, consider the Dream of Unlife. Suppose this is actually a kind of nanotechnology? Nanomachines are introduced into a dead body, repair its cells and alter its physiology to make it much tougher and require very little oxygen (which is why the "undead" don't have to breathe.) Perhaps some of the body, like the skin and fat, isn't considered necessary to repair; this decays or mummifies, enhancing the corpse-like appearances of Thralls and Ghasts and Myrmidons and such. Irreparable deterioration of the brain and nervous system might occur in those beings who had been dead for a considerable time before resurrection, which is why Thralls are so dang stupid, but not in beings who were resurrected as soon as they died, like the Myrmidons. The nanotech might only work on dead beings because living creatures' immune systems would combat it; Journeyman healing might kill undead units because it boosts their autodefense mechanisms, triggering a civil war in their bodies at the cellular level. Soulless present a problem to this theory, since they appear to be completely supernatural, but maybe the purple cloud surrounding them is a Pfhor-engineered organism that needs the human bones inside for structural stability, or so that the space station doesn't recognize it as alien (the bones contain living cells with human DNA).
The fetch are a slave race of the Pfhor, whose bodies are made of energy or plasma or a cloud of nanites or something. They manage to fool the space station into thinking they're Earthborn by cloaking themselves in human skin, whose cells are kept alive by Pfhor technology or some innate ability of the fetch. When a fetch's skin covering is damaged so badly that it risks being discovered by the station, the Pfhor transport the creature off-planet immediately; this creates the "escaping soul" effect. The fetch themselves do not realize that this is what's happening, or they'd all be ripping their skins off, since they're anxious to get off this planet.
The more powerful members of the Dark, such as the Shades and the Fallen, might be personally enhanced by the Pfhor. This explains why the Leveller is always a great hero of the previous age--when the Light triumphs, the Pfhor look at their champion and think, "Hmm, we'd better get him working for us." Once the space station is far enough away from the planet, the Pfhor abduct the hero, brainwash him, enhance him cybernetically and biologically, give him an anal probe just for kicks, and send him back to Myth's Earth as the Leveller. If they brainwash in the same way and produce the same personality each time, it would explain why the Leveller always seems to be the "same beast" from age to age.
Lastly, the space station has (against its will) found its way into the religions of Myth's Earth as the "Eye of Wyrd," while it's clear that the Pfhor are worshipped by the Dark as gods from the statue on "Force Ten from Stoneheim." Why the Light-oriented peasants would worship at this shrine I don't know, but maybe they already figured out that their traditional gods were useless and decided to check out the alternatives.
Whaddyathink?