I was not aware of this concept of "cross media entertainment" that I saw on the Mind Candy Company. Christy Dena defines it as:

CME is also interchanged with ARG (alternate reality gaming) by ARG practitioners. I see ARGs, however, as a sub-category, a genre within CME (of which there are many).

I employ "cross-media entertainment" in two ways: as a top-level term to encompass all forms of entertainment that are distributed across platforms, in a variety of ways; to encompass all forms of entertainment that have multiple units (eg: locations and producers) but are not necessarily distributed across platforms (multiple websites for instance). In short, CME is multi-platform entertainment!

A cross-media creator is a conductor of an orchestra of media channels & arts types; an imagineer, constructing fictional worlds that cover the planet; a programmer, interpreting conversations between technology and nature; a sorcerer conjuring awesome events even they are surprised by; an audience member that wanted more, and so made a pact with The Creator to change the world.

More definitions of the CME world in this wiki.