The Master Catalogue of stars towards the Magellanic Clouds (MC2) is a multi-wavelength reference catalogue. The current paper presents the first results of the MC2 project. We started with a massive cross-identification of the two recently released near-infrared surveys: the DENIS Catalogue towards the Magellanic Clouds (DCMC) with more than 1.3 million sources identified in at least two of the three DENIS filters (I J K_s) and the 2nd Incremental Release of the 2MASS point source catalogue (J H K_s) covering the same region of the sky. Both point source catalogues provide an unprecedented wealth of data on the stellar populations of the Magellanic Clouds (MCs). The cross-matching procedure has been extended to optical wavelength ranges, including the UCAC1 (USNO) and GSC2.2 catalogues. New cross-matching procedures for very large catalogues have been developed and important results on the astrometric and photometric accuracy of the cross-identified catalogues were derived. The cross-matching of large surveys is an essential tool to improve our understanding of their specific contents. This study has been partly supported by the ASTROVIRTEL project that aims at improving access to astronomical archives as virtual telescopes. This work has been supported by ASTROVIRTEL, a project funded by the European Commission under FP5 Contract No. HPRI-CT-1999-00081.