In Castlevania: Order of Ecclesia at one point Shanoah comments "I am the morning sun, come to vanquish this horrible night!" a reference to Simon's Quest and the day/night mechanic therein.
In Castlevania: Symphony of the Night, when Maria first mentions Richter, she imagines him as the game renders him. Alucard, though, remembers his last encounter with a Belmont — and imagines Trevor's sprite from Castlevania III: Dracula's Curse.
Also in Symphony of the Night, when you explore the Arena, one of the rooms contains a dead bull monster — you know, the one that fell through the floor in the Entryway in Castlevania: Rondo of Blood while chasing Richter?
Ace Attorney Investigations goes out of its way to never specifically describe any cases in the first three games, probably to avoid spoiling it for people who play Investigations first, but the continuity nods are everywhere for the older fans. A major example is that flashback Manfred von Karma goes from ambiguously creepy to chillingly terrifying if you know that he murdered Miles Edgeworth's father. If you inspect Edgeworth's flashback to the moment in the elevator, you can even pick out the second bullet hole in the wall where Miles accidentally shot von Karma in the shoulder.
The Torvus Undertemple music in Metroid Prime 2 being taken from the red area of Brinstar from Super Metroid as well, and the Pirate Homeworld music from Metroid Prime 3 being taken from Crateria from Super Metroid.
Phendrana Drifts from Prime 1 was remixed in both Hunters and Prime 3. And Metroid Prime Pinball. Let's just say recent Metroid games are remixing a lot of music - which is no bad thing, considering how awesome the soundtracks are.
In the beginning of Super Metroid you travel through the exploded ruins of Tourian from the very first game. You can revisit the escape shaft used by Samus to flee Zebes on her previous visit and remains of Mother Brain's tank. The shaft is used again as part of the escape route at the end of the game. A number of power-ups from the original were kept in their same locations. The Morph Ball, that ceiling-mounted Energy Tank just to its west, the one in Ridley's lair surrounded by the fake floors, and, retroactively, the missile pack under the ruins of Mother Brain's jar, located first in Super Metroid and then again in Zero Mission. And this is just scraping the tip of the iceberg.
In Unreal II: The Awakening, a tech tests your powered armor with a simulated deathmatch, then mentions he could sell tickets, maybe even get Liandri to back it. This is a reference to Unreal Tournament (which was released after this game, but takes place before in the universe's timeline) in which the gameplay and plot (such as it was) revolved around a blood sport run by the Liandri Mining Corporation.
The dark-blue-on-light-blue humanoid robot Mega Man is one of the most recognizable characters in all of video gaming. Mega Man Zero, the sixteenthish installment of the series, was really quite effective at getting the players' attention by coming out of a long timeskip After the End with La Résistance being slaughtered by degenerate dark/light blue robot cyclopes.
In Mega Man ZX Advent, the "Control Center" area is very obviously the bombed-out ruins of Slither, Inc. HQ — the final area of the original ZX.
In an extension, Area F in ZX is covered in snow during Aile/Vent's visit; by the time Grey/Ashe get to it in Advent, it's become a snow-free scrapyard thanks to Vulturon and a recently revived Model W. The Highway in Advent is likewise a part of Area D that borders water, and the Floating Island is a distant part of Area A brought off the ground by, you guessed it, Model W.
ZX Advent has quite a few of these, such as the model train you're send to recover in one Fetch Quest. It's identical to the trains used in various missions in the Zero series. Another mission has you recover various "artifacts" that are all from the original series, such as an Energy Balancer (from 6) and a Life Tank (from 5). Additionally, the Three Wise Men in the game are named after the three main roboticists from the Mega Man (Classic) series (and one may or may not actually be one of them).
Phantasy Star IV, being the final game in the series, has several. There is a town that has a statue in honor of Alis Landale, heroine of the first game. That very same town sells expensive Alis-themed merchandise, including a replica of her sword, which can be used as a weapon for Chaz (it pretty much sucks, although it's needed for a sidequest). An optional dungeon is the wreckage of a worldship like the one Phantasy Star III takes place on. Rika and Rune are (for lack of a better word) descendants of Nei and Lutz respectively. On the outskirts of town, Aiedo has a bakery with its storefront underground. The player can also visit an optional dungeon full of Musk Cats and meet their chief, Myau. Of course, none of these things are elaborated on in any way, so if you didn't play the first game, it can feel like you're missing out.
A bigger nod is the mission in Phantasy Star Online where you have to travel through a tough dungeon run to visit a small cake shop, a nod to a sidequest in the first game where you pretty much did the same thing.
Phantasy Star Online had an occasional special limited-time event called Max Attack G. In the Phantasy Star Universe storyline, researchers unearth some computer code and load it into a virtual-reality system. It's the original game code for M.A.G., and PSU players are given the opportunity to run through PSO levels, meet PSO npcs, and find PSO weapons aplenty...all as a promo event that has no bearing on the main story.
In one level of Star Wars: Republic Commando, you can find a lightsaber on a ship that's been taken over by mercenaries. Upon seeing it, the player character alludes to Obi-Wan's "civilized weapon" line, then adds "Well, times have changed."
The King of Fighters '98 features a headless Goenitz sitting in the background of the Black Noah stage, with wires coming out of his neck. In continuity, Goenitz took out Rugal Bernstein's left eye (the character to whom the stage belongs).
SNK vs. Capcom has a ton of these (as would be expected of a Crossover game), with many of them being character-specific. For example, playing on a certain stage with Kyo and Benimaru results in Goro Daimon showing up in the background, a reference to the older The King of Fighters games where your teammates would watch you fight from the background and cheer you on.
In Jedi Academy the player finds the statue of Darth Vader Luke toppled in Dark Empire to defeat a group of Dark Side Elite.
In the third game, it is possible to gain entry to a secret room in Lara's mansion, which contains artifacts from her previous exploits displayed in glass cases.
In the second game, a different secret room can be entered, which, amongst other things, contains an Egyptian cat statue, which can be seen in the Egyptian levels of the first game.
The Crystal Dynamics-developed games contain several nods to the films, such as the title art, Lara's father Richard disappearing in Cambodia, and Croft Manor coming under siege in Underworld after Lara discovers a secret chapel beneath the mansion.
Monster Rancher games frequently contain references to monster species not present in that particular game, including those that haven't been seen in several games.
The Halo series is fond of making references to itself, to the point where several characters, organizations, etc. initially exclusive to the Expanded Universe end up playing major plot roles in the games themselves, a trend that really got going starting with Halo 3: ODST and Halo: Reach, and which has been dramatically intensified after 343 Industries took control of the franchise.
A few minor examples in Halo 3 alone include the Cortana "visions", which make several references to the very first Halo book Halo: The Fall of Reach; a message from ONI Recon 111 to Miranda Keyes, which marks the first time the Office of Navel Intelligence is ever directly referenced in the games; and Cortana calling the Master Chief by his real name, which everyone who read the books already knew.
In The Secret of Monkey Island, there's a hollow tree stump that you can try to enter, only to be told to "insert disk 23"...then disk 47...and then disk 117, none of which actually come with the game. Many players apparently took the joke seriously and called LucasArts' help line about the missing floppies: In Monkey Island 2: LeChuck's Revenge, the player can actually call the hint line and ask about the stump joke, prompting the operator to mention that she's sick and tired of people calling and asking about the stump. In The Curse of Monkey Island, you can enter a tunnel on Blood Island, and come out in that same tree stump, complete with the very same background used in the VGA version of the original game. Guybrush refuses to pass through, however, since the hole is too small for him to squeeze through, and the forests of Mêlée Island are rife with hyper-realistically rendered jaguars.
Note that the joke is changed in the CD version. Rather then referring to the disks, Guybrush just comments about a series of catacombs. When you can check the stump in The Curse of Monkey Island, you're in, well...the Goodsoup family catacomb.
This same joke is echoed in some of Tim Schafer's games, particularly Grim Fandango and Psychonauts (where examining a tree stump will make Raz discover a tunnel that opens up to a system of catacombs underneath).
Also from Secret, when Guybrush introduces himself to the Lookout with "I'm Guybrush Threepwood, and I want to be a pirate!", the Lookout responds "You look more like a flooring inspector." In Curse, when a ghostly bride with a thing for pirates asks Guybrush what he does for a living, our hero hastily answers "Flooring inspector."
In the vein of the above-mentioned stump joke, Curse features another throwback to the first game: If the player repeatedly asks Guybrush to walk into the ocean on Blood Island, he will eventually comply...and wind up under the pier in Mêlée Island from the first game, seeing his past self as a corpse, having drowned. This is in reference to a puzzle in the first game, where Guybrush has ten minutes to free himself and get back out of the water before he drowns.
A Continuity Nod is found in the Database description of the top-down shooter stages in Bionic Commando: Rearmed. It mentions that the stages "remind you of the war stories Super Joe used to tell you." Super Joe is originally from Commando, an arcade game that was entirely a top-down shooter, and is the character you rescue in the NES version of Bionic.
Zork: Grand Inquisitor is filled with references to earlier Zork and Enchanter games. For example, one of the Plot Coupons is a Cube of Foundation like the ones found in Spellbreaker. Also, at one point the game has the player going back in time to visit The White House, the house from the original Zork. And of course, there's the ever-present threat of grues.
Both Vice City and San Andreas, which were released after GTA III but are set before them in the series continuity, include character nods to III. The San Andreas nod has some emotion behind it, as the Player Character from III makes a cameo with a woman he'll end up killing at the end of his own game.
The Lost and Damned expansion pack runs in parallel with GTA IV; several events from IV are referred to on the radio, and one character in TLAD is killed offscreen near the start by "some Serb bastard," because he was going out with the daughter of a Russian gangster - a mission that the player did indeed carry out as Nico in IV.
The Ballad of Gay Tony begins with Luis being one of the hostages at the bank from the mission "Three-Leaf Clover". All three characters from GTA IV end up at the museum, trying to escape after the diamond exchange goes sour. At the end of Ballad, we see the hobo finding the diamonds, as reported on the radio in the original IV.
Oh so many in the Legacy of Kain series. Thanks to time travel the protagonists frequently revisit familiar locations, so there's plenty of chances for these and few of them are wasted.
In Soul Reaver, one area contains an enormous skull toppled to the ground, which those who played Blood Omen would recognize as part of the first big dungeon that Kain goes through. Later games, with their use of time travel, has Kain and Raziel ending up alongside other big events in the series; for example, Raziel's slaughtering of the six Sarafan inquisitors in Soul Reaver 2 coincides with Vorador's attack on the Circle of Nine.
The basin room Raziel enters from the Timestreaming Chamber at the start of Soul Reaver 2, and the hallways of the Sarafan Keep are modeled after the building seen in the flashback of Vorador slaying the Circle in Blood Omen. Furthermore, in Soul Reaver, the Oracle's cauldron room and its antechamber, known as Moebius' Museum, have been modeled after the originals, down to the tattered old ruins of a banner that hung there since before Kain first entered the caves, thousands of years before. Incidentally, the emblem on said banner is the emblem of Moebius' mercenary army as seen in Soul Reaver 2.
Also, the earring Kain sports in his evolved form from Soul Reaver onward is the ring Vorador gave him in their first meeting.
The climax of Defiance takes place literally minutes after the end of Blood Omen, so the final few levels are full of nods to the first game, including Mortanius fighting the Hylden Lord's control, Vorador's capture by Moebius' forces, and Kain's decision to reject the option for a Heroic Sacrifice, shattering the pillars and allowing the Hylden Lord to possess Janos.
Sonic Battle contains a particularly obscure Continuity Nod. At one point, Amy Rose mentions something vague about her cards telling her someone would be in a certain place — in her first appearance in Sonic the Hedgehog CD, her use of tarot cards to predict the future was why she was involved in the adventure in the first place, but this was promptly forgotten until the nod. Sonic Chronicles: The Dark Brotherhood contains another nod to this, where one of Amy's POW attacks is based on her ability to see the future.
In Ratchet & Clank, at one point the duo are "hired" by Gadgetron to serve as the image for their new line of hoverboards. Ratchet then asks if they will receive a special discount only for the CEO to explain they have to be with the company for two years before the employee discount kicks in. In Ratchet & Clank: Up Your Arsenal (which was released two years after the first game), if you still have a Ratchet & Clank saved game, you actuallygetsaid discount.
Being a follow up to A Crack in Time (which also had quite a few nods, in and of itself), the comic series has already had several of these, varying in importance. For example: Alister's wrench and pocket watch, Vorn's comment that Veldin was "devoid of any real value, (echoing Drek's sentiment) the hoverboots, the semi-forgotten tether for the omniwrench...and, most heartwarming, Ratchet's belief that, despite being rather incompetent, the Galactic Rangers would lend a hand, when things went pear-shaped. And that's just the first issue.
The first two games of the Fatal Frame/Project Zero games have no connection at all, beyond the Camera Obscura, however both are referenced frequently in the third game, especially with the protagonist of the first game is for some parts of the game a playable character. Another playable character is the uncle of the twin girls from the second game.
This has become very common in the more recent "Tom Clancy's" games. The Ghost Recon Advanced Warfighter series, Rainbow Six Vegas series, End War, H.A.W.X., and Splinter Cell all contain slight references to each other, since they all take place in the same universe. The vast majority of the nods are usually quick name drops, but a notable exception can be found in HAWX, where the player actively assists the Ghost Recon team on several missions.
Briefing cutscenes in HAWX also have some video clips that look like they're taken straight from End War, and the SLAMS anti-ballistic missile system is obviously the initial phase of the worldwide anti-missile shield the Russians in End War sabotage to start World War III. You can also fly the fighter plane that provides air support for the JSF in HAWX, and it's even specialized for air-to-ground, although its stats make it perfectly capable of dogfighting.
When playing as the JSF in End War, the Ghosts make up your riflemen, whereas the EF get Rainbow.
Gradius ReBirth, despite its name, is more or less a prequel to the lesser-known MSX Nemesis arc:
The plot is set in cosmic year 6664, 3 years before the events of Nemesis 2.
The pilot's name is James Burton, who was the protagonist of Nemesis 2.
Venom, the Big Bad of Nemesis 2 and 3, appears as James's CO.
The powerup sounds are from Nemesis 2 and 3.
The Suikoden series is rather fond of this. In the 5th game the gladiator Shoon mentions a fellow gladiator who had his eyes removed because he was too powerful, making for unbalanced matches. He was still far stronger than the others, so he was shipped off to the Island Nations and never heard from again. This isn't mentioned again in the game itself, but fans of the series may realize that he was referring to Morgan, a blind martial artist you can recruit in the first game, which takes place several years after S5 chronologically (supplemental materials reveal that Morgan's ship was wrecked, which is how he escaped and ended up in the Scarlet Moon Empire instead).
Suikoden V's plot itself is a continuity nod to the second Suikoden's characters background; namely Georg, Lorelai and Killey.
Suikoden IV has a character that appear in the first Suikoden (Ted)
In Suikoden II you actually can visit Gregminster (the first Suikoden central city) and meet some characters from the first game too.
While House of the Dead: Overkill is mostly self-contained from its parent franchise, it includes a few more subtle callbacks to past games in the series. For example, the in-game title for Agent G's theme song is Suffer Like G Did.
In Banjo-Tooie, Klungo is last seen walking off into the distance, saying he's going to quit being Grunty's minion and "find easssy desssk job, maybe make ssstupid gamesss..." So, that's just Self-Deprecation coming from Rareware, right? Actually, when Klungo returns in Nuts 'n' Bolts, he's managed to create a minigame called Hero Klungo Sssaves Teh World, which is indeed stupid.
At the end of the first game, you compete in a game show against the Evil Witch, beat her, roll the credits... then you need to fight her AFTER the credits. And if you don't have enough Jiggies to get to the top of the tower, get some more. By the way - this description is exactly correct for the second game too.
The island of Mira, which played a major part in the first Baten Kaitos game, was conspicuously absent from the prequel, Baten Kaitos Origins. However, near the end of the game, it's mentioned briefly (which probably created a small Continuity Lock-Out for people who only played the prequel).
Kirby & the Amazing Mirror has the Smash ability, which lets Kirby "attack with... familiar fighting moves", specifically his moveset from his appearances in the Super Smash Bros. series. Oh, and the enemy you get it from? Master Hand (who also brings Crazy Hand with him in the final Mirror Shard boss fight).
Persona 4 makes a few references to the previous game. The most overt is a class trip to Gekkoukan High School, the school where Persona 3 was set; various locales from the area are revisited (with the soundtrack switching back to that of P3's), a handful of Gekkoukan's staff and students from before show up again, and Rise makes a very indirect reference to one of 3's boss fights.
President Tanaka, a social link in 3, reappears in 4: like before, he's still selling his wares on TV for the protagonists to buy.
The game makes a number of references to the firsttwoPersona games; for example, the Kirijo Group used to be part of the Nanjo Group, the latter of which was the company owned by the family of P1/P2 party member Kei Nanjo/Nate Trinity. If you make a habit of checking the TV in the dorm lounge daily, you'll occasionally watch a program that describes, although never names, many characters from 1 and 2, Nanjo included.
The Hermit arcana Social Link from is an online game relationship, where a player named Maya suggests the protagonist choosing "Tatsuya" as his name, and promptly remarks that's kind of déjà vu.
"The Answer", the follow-up campaign included in Persona 3 FES, has several flashbacks to the original campaign ("The Journey"). One is when Mitsuru first discovered her powers. When she uses her Persona, a scientist standing by is amazed. This scientist has no given name, but he's voiced by Dan Woren, meaning it has to be Shuji Ikutski, the advisor to SEES in "The Journey".
Almost the bread and butter of Disgaea. For example, the Prism Rangers making a reappearance in Disgaea 2... and are terrified of demons because of what Etna did to them in the first game.
Final Fantasy IV: The After Years has plenty of such moments with regard to Final Fantasy IV, from Leonora being the girl Palom was bragging to in the end sequence of the original, to Calca and Brina's Band attack that turns them into Calcabrina, to all flashbacks to the distant past being done in the same graphical style as the SNES version of Final Fantasy IV, including playable flashbacks in Porom's and Golbez's scenarios.
Also it reveals that Biggs and Wedge from The After Years, were the two who questioned Cecil's morals at the start of the original game.
World of Warcraft has an involved continuity, and so pulls out many continuity nods to previous games in the series and early, obsolete content. The human starting area contains five farms, the same number as you are asked to build in the same area in the human tutorial mission in Warcraft: Orcs and Humans. Characters from all three games appear as minor NPCs in WoW, although some give quests and some have become enemies. Heirloom items, special items that level up with a character and can be traded between alts, are usually references to desirable items from the original game. The most commonly referenced nod is "Hogger", a level 10 elite monster in the human starting area who is not only the first monster players need to team up for, but can be quite difficult to kill even then. These continuity mods extend to mechanics, as well: the final boss of the Ulduar instance in the second expansion, the Old God Yogg-Saron, works somewhat similarly to the Old God boss that appeared in the original game, C'Thun: the boss stays stationary in the middle of a circular room, and needs to be attacked from the inside by a small strike force before it can be damaged on the outside. Both fights are involved enough, though, that the strategies required are different.
Ace Combat has quite a few of these in subtle details; the series article proper lists some of them.
Metal Gear has a fair few of these in the overall series. A musical one occurs in Metal Gear Solid 2: Sons of Liberty: get into an encounter, and occasionally you can hear what sounds like the encounter music from the first game.
The Wind Waker: The Great Deku Sprout reappears as a grown Deku Tree, all the sages are referenced and have stained glass windows in Hyrule Castle, there's a portrait of what is quite obviously Ocarina of Time's Princess Zelda (her dress looks different from the Wind Waker one), Tetra's other lucky charm (Not the golden one...) is a shard out of a Gossip Stone, the statues of the three golden goddesses look exactly like their respective Oracles from the Oracle games and there's a badass statue of Ocarina of Time's Link in Hyrule Castle.
Twilight Princess has one with the entry hall in the Temple of Time (of the past). It's an almost exact replication of the one from Ocarina of Time - right down to even the background music. Additionally, almost all the wolf songs (except for two) are lifted from the playable songs in Ocarina of Time, Majora's Mask, and The Wind Waker, in addition to the Sacred Grove having Saria's Song, from the former two games, as its background theme. The Zora's Domain and Goron City musics also return, and the Serenade of Water ocarina song is used as Queen Rutela's theme.
In Spirit Tracks, Zelda makes a comment about how her ancestors were 'good at waiting'. Considering that practically every Princess Zelda in previous games, has spent most of it locked up and/or awaiting rescue. Also, Hyrule Castle has references to The Wind Waker, from having a giant stained-glass window of herself in the throne room, right down to how every single guard in the castle is dressed like her best friend and hero, Link. And Niko, the pirate who nicknamed Wind Waker's Link "swabby", is still alive. Naturally, his house has Continuity Nods as well.
The Minish Cap's opening gives a subtle nod to the opening of A Link to the Past, whilst also subverting it. LttP begins with Zelda calling for help from Link and his uncle. In MC, she visits Smith's house (who is Link's grandfather) to take Link out to the fair. In both, it is down to Link's relative whether he does or doesn't go. The house itself is visually very similar to the house in LttP, situated on a similarly small hill with some grass growing on the front.
Skyward Sword, seeing as it was released during The Legend of Zelda's 25th anniversary, is full of references to pretty much every game in the series.
At the end of Zelda: The Wand of Gamelon, Princess Zelda defeats Ganon with the title wand, and is for some reason trapped inside the Book of Koridai from Link: The Faces of Evil. again.
EarthBound has a few references to the first game in the forms of music. The first time you leave your house during the day, "Pollyanna" (the outdoor theme from MOTHER before you get any other party members) plays for a few bars before segueing into the Onett theme. For Ness's eight Sanctuaries, the places where he finds the Eight Melodies, uses a remix of Queen Mary's Lullaby, aka the original Eight Melodies.
Even ignoring the identity of the final boss, MOTHER 3 still has a good number of nods to EarthBound. The Friend's Yoyo and Real Bat being references to Ness's choice of weaponry is one, but one of the funnier ones is the various "useless" actions the Porky Bots can take, which area ll basically the same as the useless "attacks" that Pokey would take when he was on your team in Earthbound, but with "Mechanical" appended somewhere. Like "Mechanically pretended to cry", or "suggested a mechanical truce" or "flashed a mechanically insincere smile".
This is the primary reason to load your save files from Mass Effect to Mass Effect 2. Sure, there's a lot of important stuff that ports over, but almost every single decision that you made in the first game is referenced in some way. Truly, this trope is present to such a massive degree that the game feels completely different from if you just played it from scratch.
At one point in Final Fantasy: Crystal Chronicles: Echoes of Time, you encounter an area covered in poisonous gas. You are provided with a small pot that can be temporarily enchanted with a barrier that keeps the poison away, requiring you to carry the pot around with you if you don't want to take damage. People who played the original Crystal Chronicles will be very familiar with a mechanic like this.
And in the Game Corner: "Behind this poster...is nothing!", alluding to Team Rocket's secret hideout from the first games.
The remakes of RBY (FireRed/LeafGreen) have a character talking about Misty having plans for a certain bridge as a dating location, referring to an actual dating scene from GSC.
There are other numerous references to previous games. A notable one, that typically passes past people, happened in Pokémon Black and White. One was the Hiker ferris wheel date, it features a Memetic Molester Hiker who seems to have an interest in the male protagonist. It relates to Generation 1 where there was a Hiker that would basically sexually harass you (the one with the Nugget), and you could only play as a boy.
Silent Hill isn't technically one cohesive continuity (except in the case of direct sequels and prequels), but several games still make references to each other:
The Good Ending to Silent Hill Origins attempts to answer the question of: "Okay, so just how did baby Cheryl end up by the roadside in the first place?"
Heather stumbles upon the old Silent Hill save points just before and gets to read Harry's thoughts.
Silent Hill 2 has a newspaper discussing the arrest of Walter Sullivan, a serial killer caught when he murdered a pair of twins; Walter's backstory is expounded upon in Silent Hill 4, and the twins have become terrifying in the meantime.
Lacking the actual location of Silent Hill as a setting, SH4 relied on a lot of Nods and Call Backs to tie it to the rest of the series.
It's hard to spot unless you're paying attention, but it also features the woods near a mysterious orphanage in Silent Hill and the mysterious tower from that orphanage as game locations - in this case, it includes copies of the information on the orphanage in case you forgot since Silent Hill 2... but it only hints at the in-game locations being those places.
Silent Hill: Homecoming opens with a much older-looking Travis giving Alex a lift into Shepherd's Glen. (Thanks a bunch, Travis.) Arguably, Pyramid Head's Cameo can be seen as a continuity nod as well. FYI, Origins and Homecoming had the same development team.
Silent Hill: Shattered Memories: The UFO ending gives a hilarious Alternative Character Interpretation to the entire series: Cheryl and James in particular are just patients to Dr. Kaufman, a psychiatrist. Oh, and the whole town may or may not be a spaceship. For that matter, all of the games' UFO endings have nods to the other games: Harry shows up to abduct James in the second game's UFO ending, and then both of them appear in the third game; and Mira the Shiba Inu of the second game's "Dog Ending" makes a cameo in the UFO endings of both Origins and Shattered Memories.
The Nancy Drew game series is packed with these, from the souvenirs of past plotlines that turn up on Nancy's desk in the tutorials to newspaper and magazine headlines about celebrities she's previously investigated.
One of the unlockable intelligence entries even quotes his negative opinion about the Mammoth MkII's retirement. It also confirms that he has made Colonel Badass Grandpa in the intervening time.
In Command & Conquer: Red Alert 3, the Allies' main base in Iceland is Von Elsing Airbase. Von Elsing was the name of the overall Allied commander way back in the first Red Alert game, in a timeline that no longer existed.
In Tiberian Sun, several levels have old Tiberian Dawn structures, right down to using the exact same sprites.
Plus, in some maps there's wreckage of humvees and Obelisks from Tib Dawn, and Nod powerplants and the wreckage of the aforementioned Mammoth Mk II from Tib Sun
In Sam and Max: The City That Dares Not Sleep, Sam recalls all the molemen he's met, including Shuv-ool and Dug from Sam & Max Hit the Road.
In the same episode, Max has an entire shelf of items from Sam and Max Hit the Road in his Inventory, including a Snuckey's pecan log, a bucket of fish, a Car Bomb game, and the roach farm from Sam and Max's office. The Flaming Max head in the room also speaks with a stereotypical New York accent similar to the one affected by Nick Jameson to voice Max in Sam and Max Hit the Road, a reference which is lampshaded if Sam examines the bucket of fish.
In the preceding episode, Beyond the Alley of the Dolls, if the player orders Max to use Psychic Ventriloquism on the jukebox in Stinky's Diner, he warbles "I remember my childhood in Brighton", the first line of Conroy Bumpus' big musical number in Sam and Max Hit the Road.
The team have Jessie James's hand mounted on the wall, an appendage used as one of the combinable items in Sam and Max Hit the Road.
In The Mole, The Mob and The Meatball, one of the nonsense things Sam can ask Bosco for is 'stray tufts of sasquatch hair', a reference to Hit The Road, where tufts of sasquatch hair were the MacGuffins used to locate the missing sasquatch.
Jake: More like an ex-girlfriend. Guy doesn't know when to quit.
Leon: Welcome to the club.
In Medal of Honor: Allied Assault's Behind Enemy Lines mission, you rescue the pilot of the deceased G3 officer from the first game, as well as meeting La Résistance operative Manon Batiste. In the second level of that mission, you can find the wreckage of the Greta rail cannon, in the exact same area where Patterson destroyed it. The final mission of the game takes you back to Fort Schmerzen.
The 2010 game has Sgt. Jim Patterson, the grandson of Jimmy Patterson.
Dead Space ends with Isaac narrowly avoiding planetary-scale destruction, but as he begins to relax in the chair of his ship, he gets attacked by the hallucination of his dead girlfriend.Dead Space 2 ends with Isaac narrowly being saved from a reactor meltdown by the female lead, Ellie. He sits down in the chair of their escape ship, relaxes, then tenses up, gets a terrified look on his face, turns towards Ellie... who is just piloting the ship and wondering why he's staring at her.
Touhou 10: Mountain of Faith introduces the immigrant goddesses and their miko Sanae to Gensokyo.
Touhou 11: Subterranean Animism's Extra stage has Sanae reveal that Kanako was fascinated by technology from the outside world and gave the powers of nuclear fusion to Utsuho to spur a technological revolution in Gensokyo. This means Kanako is responsible for Utsuho's brief insanity that frightened Rin who set off geysers to call the heroines down to Hell to fight Utsuho, aka the entire plot of Touhou 11.
The geysers of Touhou 11 enabled the escape of the sealed-away youkai characters of Touhou 12: Unidentified Fantastic Object, making Kanako indirectly responsible for that game's plot, too.
Touhou 12.3: Hisoutensoku eventually shows us what exactly that technological revolution was for, and even includes stages in Story Mode where the characters enter a nuclear reactor in Hell and fight Utsuho, who is powering it.
That's four games so far the Moriya Shrine has been responsible for.
Another example is in Touhou 7: Perfect Cherry Blossom, when Alice greets Reimu and Marisa with familiarity, because she fought them in PC-98 exclusive Touhou 5: Mystic Square.
Heck, Marisa's "Master Spark" spell is a Continuity Nod, seeing as how she stole it from Yuuka in Touhou 4: Lotus Land Story, and her "Earth Light Ray" spell debuted in Touhou 3: Phantasmagoria of Dim.Dream (which is lampshaded when it's described as "a really old spell that she never expected to use again").
Another Lotus Land Story reference happens when Yuuka returns in Touhou 9: Phantasmagoria of Flower View, and Reimu immediately accuses her of being responsible for the incident because of how she was involved in "that other one". (which, incidentally, was pretty much composed of Reimu jumping random youkai for being youkai... which is also her storyline for Flower View!)
All in all, for a series that ZUN insists isn't a series, there are a lot of these.
In Gran Turismo, Special Stage Route 5 and Route 11 are set in the same semi-fictional city (based on Tokyo's Shuto Expressway system), and appear to have an overpass connecting them, resulting in rumors of an extra-long Route 16 track. This was partially realized with SS Route 7 in GT 5, which runs over said overpass and parts of the other tracks, as well as the suspension bridge (an analog of the real-life Rainbow Bridge) previously seen in R11's background.
In The Godfather 2, your Made Man told to crack a safe might comment that he thought he would have to blow the lock. In the previous game, you had to blow safes open with explosives.
Star Trek Online takes this to positively ludicrous extremes, having references, shout outs, and nods to almost every place, thing, and character in Trek history, even a lot from the EU. Case in point, one of the NPCs who gives you a mission is a joined Trill named Damar Kahn, the seventh host of the Khan symbiont, who offhandedly mentions having also done research into wormholes (which is a reference to Lenara Khan (the sixth host) who appeared in an episode of Deep Space Nine).
The Quest for Glory series is rife with them, variously played for laughs or forming some sort of plot point, or just to reward players of the previous games. This is particularly true in Quest for Glory V, with major and minor characters from all of the previous four games appear in a variety of roles or receive a name drop. The Hero's exploits are referenced throughout the series as a sort of calling card for why he's the guy for whatever trouble the current game is centered around, and he is frequently referred to by his title, Prince of Shapeir, to avoid having to give a name (particularly in installments with recorded dialog) and as a nod to his being adopted by the Sultan at the conclusion of the second game.
Half-Life 2 has Gordon Freeman attempting to use Kleiner's teleporter to reach the rebel base, but his pet headcrab jumps in at the last minute and causes the teleporter to go haywire. Gordon is sent to several different places, including one place underwater where he is being attacked by a monster. The teleporting events are a nod to the first Half-Life where the resonance cascade that Gordon started also caused him to teleport to several places before being sent back to earth.
In Super Robot Wars OG: The Inspector, during the fight between Axel Almer and Einst Kyousuke Nanbu/Beowulf in the prologue, Axel fires the Soulgain's fist into Beowulf's mech, but it doesn't finish the job. In the final episode, where Beowulf suddenly appears in the final battle against the Einst, the fist is still lodged in its chest, and is used by the OG Kyousuke Nanbu to finish the job.
X3 Terran Conflicts intro movie shows a fleet of Terraformer / Xenon capital ships moving towards the Earth, viewed from the lunar surface. The same scene was shown in X: Beyond The Frontier's introduction, almost a decade prior. The player can also acquire the ship that started it all, the Xperimental Shuttle, through a long chain of quests.
In X Rebirth, the Albion Skunk's enemy contact alarms go crazy when it detects a salvaged Terran ship in DeVries, a ship which the Skunk would have fought against back in the Second Terraformer War during X3: Albion Prelude, 30 years ago.
Endless Frontier has Kaguya Nanbu - her Spirit Commands feature the old-school Love (100% HP heal HP to all allies) and Miracle (a lot of powerful abilities for the cost of one spell). Nowadays, Love is a heavily-nerfed Miracle in other SRWs.
Begins as a humble spin-off of Harvest Moon, starts to get comfortable with its own continuity at the third numbered installment. Particularly, a faceless NPC traveler that pretty much a stand in for Mist of the original Rune Factory. She appears again in 4 with a different name, but still with her famous obsession for turnip and many other references.
The Cameo have a choke full of their respective towns' references; from Mei's proposal of marriage with Lover Snapper, Yue's worries about Max being as large as his father when finding out a relative in Sharance is as large as his father, Barrett's story about his son and his insistent for you to call him teacher, Raven's observation that resident elf of Selphia is similar to Daria and her rambling in the Personality Swap potion sub-event has her saying that she's a golden wooly.
Rhythm Heaven minigames often have background appearances by characters from previous games:
At one point in Freeze Frame, you can see several characters from Rhythm Tengoku in the background.
The Munchy Monk endless game has background appearances by the Blue Birds and the Love Lab scientists.
The Cheer Readers game features pictures of several characters from the two previous games.
Fallout 3 Has nods to the other games. Such as Harold returning, some of the vaults you go to were actually described in a Series Bible all the way back when the first game was made, also as tradition you get a dog named Dogmeat.
Multiple references are made to the cancelledFallout 3prototypeVan Buren, including the NCR-Brotherhood War, Hoover Dam, Caesar's Legion, New Canaan, Joshua Graham, and the Big Empty.
Moira Brown's Wasteland Survival Guide from FO 3 appears as a skill book.
The Robot Buddy ED-E is a prototype Enclave Eyebot originally from Adams Air Force Base, the site of the final battle of the Broken Steel DLC. His creator, Whitley, may have been one of the scientists killed by the Lone Wanderer there and the Lonesome Road DLC even makes clear references to Colonel Autumn's role in it's creation.
The Divide's destruction was the result of the Courier delivering a piece of Lost Technology there from Navarro, the site of the Enclave's base in Fallout 2, which was also the intended destination of ED-E.
In Vault 21, a picture of James and Catherine, the Lone Wanderer's parents, can be found, indicating that they may have been raised in that vault before traveling to the Capital Wasteland.
Another nod to Fallout 2 is Jas Wilkins' story of her great aunt's domesticated Deathclaw being killed by a shot to the eye, which was the work of the Chosen One.
Marcus the Super Mutant and several retired Enclave characters return.
Bruce Isaac mentions Mr. Bishop, the Chosen One's bastard son. In addition, one of the dialogue options with Isaac implies that the Courier has been to New Reno.
In The Testament of Sherlock Holmes, references are made to the previous games in the series, particularly Holmes' recent conflicts with Arséne Lupin and Jack the Ripper. Late in the game, Holmes also bemoans leaving the apparently brain-dead Moriarty in the Swiss mental asylum from The Awakened, given that he's up and about now...
In Dragon Ball Z: Legacy of Goku, Goku starts at level 1 and can get up to level 25. In Legacy of Goku 2, the player gets him late in the game at level 30. The level cap in that game for all characters is 50. In the final game in the trilogy, Buu's Fury, Goku, the first character you play as, starts at level 60. Gohan, who you play as soon after, starts at level 55. The dichotomy here probably references Goku's intense training over the 7 years in between the two games, and Gohan's relative lack of.
Virtue's Last Reward contains a number of nods to it's prequel game, Nine Hours, Nine Persons, Nine Doors. Such as the final puzzle room in the true ending path, the "Quantum Room" simply having it's door plate refer to it as "Q", much to Tenmyouji ;akak 999 protaganist Junpei's, annoyance. Which is a reference to one of the big plot twists at the end of 999 where the number 9 on the door turns out to be a "q".
Sigma: The doorplate says Q? What does "Q" mean?
Tenmyouji: Hmph...Now someone's just being a smartass.
More a nod to a gag, but when in the PEC Room with Clover and Tenmyouji, you can examine the pipe. If you examine it a number of times, Clover and Tenmyouji reference one of the most infamous jokes from 999. Which makes sense considering both of them were two of the characters who made the joke in 999.
[Examines pipe a lot]
Clover: Give me a P!
Tenmyouji: Give me a I!
Sigma: W-What the hell are you two doing...
In Yu-Gi-Oh! Capsule Monster Coliseum, Mokuba references his Capsule Monster skills, and Ryou Bakura's stage being filled with cherry blossoms is a reference to his deceased mother and sister in the manga. When dueling Mai, Yami Yugi mentions that she can't put perfume on her pieces like she did in Duelist Kingdom.
The Big Bad of Alone in the Dark 3 is revealed to be the child of the Big Bad from the original Alone in the Dark and The Dragon from Alone in the Dark 2. Also, one of the villains in The New Nightmare is named De Certo, after the haunted mansion in the original game.
Lewton mentions that the Elucidated Brethren of the Ebon Night (from Guards! Guards!) has been "forcibly disbanded."
One stained-glass window at the Temple of Small Gods represents an angel presenting a pizza (with a small bay leaf) to a prophet, a reference to a religion mentioned in Mort that believed that the Discworld was created in the image of a pizza.
In Telepath Tactics, Farasat and Gavrielle are from Ravinale, and make reference to Yahwah. (This also implies the game takes place after Servants of God, as Farasat couldn't be a follower of Yahwah otherwise.) Leon Hart is also wearing what players of the very first game can recognize as a shadowling slave bracelet.
Alphadia 2 takes place 200 years after the first game and numerous connections are made just within the first couple of hours: The overworld map remains the same with few minor changes, numerous towns are still standing, numerous dungeons are revisted, Legacy Character Enah is recognized as one of the heroes from the first game, and Millfy- the heroine- is a direct descendant of either Karim or Eclair from the first game.
Hidden Expedition: The prototype sub in Devil's Triangle is powered by something discovered in the previous game.