Free Video: Mitered Corners in Modeler
I posted a new video showing a simple trick for connecting intersecting geometry.
There are other ways to do this. Michael Wolf and Alexx (Alexandre Labedade) have suggested using Drill or Solid Drill because the knifing process can be tedious. That method requires more clean up, but probably would take less time than the example I showed. I tried that trick out and liked it so much that I made a new video demonstrating that technique too.
The Solid Drill Method