The idea of a shared universe between Doom and Wolfenstein goes all the way back to Doom II, but it's never been officially confirmed. A special weapon at the end of Wolfenstein 2 is further evidence that the games share a common timeline.
What follows includes some spoilers for Wolfenstein 2: The New Colossus, so stop scrolling now if you want to avoid those. Otherwise, put on your tin foil hat and follow me.
At the end of Wolfenstein 2 players face off against a pair of Zerstörers on the surface of a flying German war ship. A super soldier inside of a mech suit, the Zerstörers are not only heavily armoured, they're also each carrying two Übergewehrs. These giant, two-handed energy guns can vaporise BJ with ease. They're also the strongest guns in the game.
After turning the Übergewehrs on the Nazis and using them to defeat the game's final enemies, you might be interested to know more about this futuristic Nazi technology. That's where a collectible on the fourth floor of the Nazi installation on Venus comes in (seriously).
Next to some space suits sits the "Übergewehr Testing Protocol," which documents the experiments that led to the creation of the device.
The bulk of the record is about all of the people who were disintegrated by the weapon during testing, but at the very top is a portion that's drawn some people's interest.
While the weapon uses diesel and lasers, it also requires a third source of energy mysteriously described as "extra-dimensional microportals (not confirmed)."
Anyone who's been following the speculation and conspiracies surrounding the overlap between both Doom and Wolfenstein's universes is likely to take that as a reference to Argent energy, the mysterious force in Doom that humanity has come to rely on but which comes from Hell.
It's not exactly clear how the Ardent energy functions, but since the lore surrounding it implies that it comes from extra-dimensional sources, the science of it bears some resemblance to the mysterious "microportals" noted in the Übergewehr Testing Protocol. The weapon also unleashes energy blasts that look remarkably similar to the Argent energy in last year's Doom (e.g., they're both orange and glowy).
It's not the most explicit connection but that's part of its charm. Rather than offer an obvious easter egg, the allusion is buried in a collectible most people are likely to pass by as they simply try to get back from the Nazi bunker on Venus alive.
I usually don't bother with collectibles in games, but the flavour text provided in Wolfenstein 2's are especially interesting and good at building out its world.
Suspicions about a shared Doom and Wolfenstein universe originally started with Doom II, which had secret rooms that were perfectly re-created levels from Wolfenstein 3-D. Another major cornerstone of the theory includes Doom RPG, which released for mobile phones following 2005's live-action movie Doom starring The Rock.
Doom RPG starred a character called B.J. Blazkowicz who was also apparently the same protagonist from the previous three Doom games, leading fans to theorise that Doomguy is actually descended from the Wolfenstein hero.
The two also look pretty much identical, especially when both series were first getting started.
Of course, since fan theories know no bounds, a few have even gone on to argue about a larger shared universe between Bethesda games that includes Fallout as well. Evidence for that, however, remains much less convincing.