I saw a talk that said the branch of Mathematics that dealt with the interconnectedness of Mathematics was called 'Category Theory'.
You can see it here:
http://vimeo.com/17207564
and Part 2 here:
https://www.youtube.com/watch?v=yilkBvVDB_w
[1] https://www.youtube.com/watch?v=o6L6XeNdd_k [2] http://ncatlab.org/