It seems Douglas Adams and Terry Pratchett never collaborated on anything, not even a TV episode of something.
On the one hand it seems odd, as they were active around the same time, and many readers are fans of both and note that their use of language and humor can be rather similar. On the other hand, where's the sense in collaborating with someone too similar to yourself?
They didn't have quite the same outlook on life though. While both have a sort of positive nihilism to them, along with a powerful sense of the whimsy, Pratchett is more cheerful and angry, while Adams is more cynical and sarcastic. Maybe that could have made a collaboration interesting. Or disastrous.