I rarely ever did, if at all.
My RAH GI Joes turned into a Megaforce-inspired fighting force. Micronauts, Crystar, and Tron figures intermingled with each other in in their own 'universe', where Baron Karza wasn't Baron Karza but some other tyrant of my own design. Other World, Dragon Riders of the Styx, Clash of the Titans and AD&D figures took on their own adventures that were inspired by the movies Krull and the Dark Crystal. And I gave them all different names from what the toy manufacturer named them. The Mego Black Hole and Buck Rogers good guys (all with different names of my choosing) used the Super Joe Rocket Command Center as their own base to fight off an army of robot invaders (Acroyears!) lead by their evil robot master (Shogun Warriors die cast Mazinga!)..