Crossmodel perceptual illusions and effects are long-established, but they usually involve the relationship between vision and audition (like in the McGurk effect).
I’ve seen more of these involving other modalities lately, though. Last year’s Best Illusion of the Year winner was a vision/proprioception illusion:
And a recent paper in J Neuroscience uses olfaction to affect binocular rivalry.
In their main experiment, Zhou and colleagues showed people rival pictures of a rose and a banana at the same time. While doing this, they gave their volunteers the smell of a rose, and people became more likely to see the image of the rose.
When they gave them the smell of the banana, they were more likely to see the banana.