LaTeX: Cross-referencing between Different Documents

Problem: I have a manuscript TeX file (main.tex), and an independent supporting information file (si.tex). I was to cross-reference (using \label and \ref) items across the two files.

For example, I might want to reference figure 1 from si.tex in main.tex.

Solution: As this SO answer suggests, the answer lies in the CTAN package xr.

In main.tex, just include "si.tex" as an external documents, and all its labels become visible!

\usepackage{xr}
\externaldocument{si}