In the comic book, Nate asks Chloe about her past, and she claims at first to have been a bored housewife in the midwest, and then, when Nate calls her out on her BS, tells him she's from The Future. Again Nate doesn't believe her, but Chloe is from Australia, which is over the date line from the US and in time zones further ahead of most locations named in series.
In Uncharted 2, Nate can interact with various kids in the remote Tibetan village. He comes across a mother and son who are at odds with one another, and he advises the boy that he should respect his mother because she does a lot for him. Seems to be just another remark, but you find out in Uncharted 3 that his own mother committed suicide when he was young.
Which could dive into Tear Jerker when you realize that he's doing this because he wishes he could be with his mother again. That kid has NO idea how lucky he is to have a mom...
In Uncharted 1, Nate tells Elena that "clearly you've never been in a Panamanian jail" when pondering the risks if they got caught. In Uncharted 4, in a scene that takes place several years before 1, Nate was in fact in a Panamanian jail, looking for clues to treasure of course, but getting involved with the prisoners anyway.
It may be coincidence, but am I the only one who noticed that Nathan Drake's initials are the same as those of the company who created him, Naughty Dog?