I think that Alcatraz is in the universe of Adonalsium. Here's why: when Alcatraz finds the Smedry talent chart presumably drawn by Alcatraz Smedry the First, it has two largely unexplained names on it: Identity and Possibility. Identity is represented by the Librarians, who want everything to stay the same. Possibility might be represented by the Smedrys, who find ways to use ridiculous talents in beautiful ways. Alcatraz the First's tomb even makes a comment about how the ancients tried to call down the power of divinity or of creation. (This is all in the second book.)
Anyway, I think that Identity and Possibility are the two shards that came to Alcatraz's planet (or ours.
), and that their battle is similar to Preservation vs. Ruin, except that Identity wants absolute, predictable sameness, and Possibility wants growth and humor. Maybe Possibility was a girl shard and Preservation was in love with her.
That would definitely explain why Preservation had such insight into the possibilities of creating sentient life and eventually one person--the Hero of Ages, Sazed--with both the powers of Preservation and of Ruin.
It's also interesting that just like Allomancy draws on the power of creation, so, apparently, do the Smedry talents.
I think that the Shards we have encountered are Identity, Possibility, Preservation, Ruin, the Dor, and the opposite of the Dor (the "water" that dissolved Elantrians). I don't think we've seen the Warbreaker shards, if they exist, yet.
I also think that there are 16 shards total, structured similarly to the Allomantic table. There are a lot of hints in Hero of Ages about how the number 16 is somehow associated with the fundamental structure of the universe.