Digital Twins (DTs) are a key technology for smart ecosystems to provide accurate digital representation of their constituents, e.g., smart buildings, farms, transportation, and citizens, as well as synchronization between the digital and the real subject, and the exploration of what-if scenarios and trade-off reasoning. To cope with emerging complex socio-technical ecosystems, we need to bring DTs together, which is a challenging endeavor. After giving an historical overview of system adaptation, we review the many enabling technologies that can help with DT integration. Using a smart city as an illuminating example to highlight scenarios that require integration of DTs, we discuss a model-based conceptual framework that identifies DT integration strategies and elaborate on nine key integration challenges that still need to be addressed. We call on the DT community to investigate these challenges.