Vampire Knight takes place in the same universe as Vampire Night.
Kaname became Yuuki's master after awakening her.It only makes sense. Kaname, despite being one of the oldest and perhaps the most powerful vampire, became Rido's "servant" only by being awaken from slumber by him. He awakes Yuuki from her "slumber" in a similar manner; by giving her blood. Rido, while he's in Shiki's body, even says that Kaname turned Yuuki into a vampire before re-turning her to a pureblood, because "if she'd drunk Kuran blood as a human she would have gone insane." It explains stuff like why Yuuki narrates she only wants Kaname's blood upon awakening, even though later she confesses to not being sated by him, and otherwise behaves awkwardly submissive and dependent on him, contrary to her human self who was still strong willed and independant regardless her feelings for him. Seeing as the author had to cut her story however, this was something she ended up not getting the chance to reveal.
The hooded pureblood woman from Kaname's past was an ancestor of Zero.Just look at how they physically resemble each other, as well as both having a white horse. It would also explain why Zero's family was looked upon as a prestigious one, which is never really explained why.
Vampire Knight is an alternate universe of Devil May Cry.It makes sense if you look at it. Yuuki is Trish, Zero is Dante, Kaname is Mundus, and Ichiru is Vergil. Here are the following events that compares these two.