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I would like to draw the blue guide lines as shown spanning between the top and bottom graphs. Any help is appreciated. Thanks!

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Please add any germane code to generate the graphs and clarify precisely how these "guide lines" are defined. – ciao Jun 1 '14 at 22:27
Kuba answered. (Graph is generated in xmgrace and not mathematica.) – Ari Jun 1 '14 at 22:55
up vote 5 down vote accepted

The key is PlotRangeClipping-> False:

With[{stdopt = 
   Sequence[Frame -> True, Axes -> False, ImageSize -> 300, PlotRangeClipping -> False,
            PlotStyle -> {Red, Thick}]},
   Plot[x, {x, 0, Pi/2}, Epilog -> {Thick, Blue, Line[{{.5, .5}, {.5, -1}}]}, stdopt],
   Plot[Sin[x], {x, 0, Pi/2}, stdopt, Epilog -> {Thick, Blue, Line[{{0, Sin@.5}, 
                                                 {.5, Sin@.5}, {.5, 5}}]}]
   }, Spacings -> 0]]

enter image description here

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You may be also interested in PlotRangePadding->0. – Kuba Jun 1 '14 at 21:52
It's the Epilog which did the trick. Very nice! – Ari Jun 1 '14 at 22:52

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