Re: Shaun of the Dead
Also Dylan Moran who played David (and is a hilarious comedian) had his own series called Black Books in which he played a misanthropic, alcoholic book store owner. The "similar squad" counterpart to Diane (the woman named Maggie who was wearing a similar knitted cap to Diane's) is Tamsin Greig, who was one of Dylan Moran's co-stars on Black Books. The other co-star of that series, Bill Bailey, wasn't in this movie but he was in Hot Fuzz and he also played Simon Pegg's boss at the comic book store in Spaced.
Also, Tamsin Greig stars in the Showtime series Episodes and one of the recurring characters is played by Daisy Haggard who starred in a sketch comedy show that Nick Frost also starred in. Honestly the whole thing is crazy incestuous and the links go on and on and on.
I hadn't scene most of these shows when I saw SotD but I became interested in these shows when I started researching who these people were and what else had they done. Coming back and watching it today I recognize practically every bit player and secondary character from some other comedy project.