I've seen people playing the 'band game' on some messageboards where you take the last letter from a name and use it on the first letter of the next bands name.... that game sucks.
Lets play a good one... you have to come up with a fact/rumor or whatever that links an artist or a band. For instance:
Nirvana links to Hole - Kurt Cobain and Courtney Love we're together and had a kid.
Hole links to Smashin Pumpkins - Love was also romantically linked to Billy Corgan.
Smashin Pumpkins links to Zwan - Corgan was in both bands
Zwan links to A Perfect Cirlce - Paz Lenchantin played in both Bands
A Perfect Circle links to Tool - Maynard James Keenen plays in both bands
so I just went from Nirvana to Tool.
So... Ill start it off with an easy one:
Gun's n Roses