I know that there is a lot of questions out there about the connections between different Final Fantasy games. One thing I've always noticed is there is almost always some chocobos (giant ostrich-like animals often used as mounts/seen roaming the wilds), even in games where almost nothing is similar from story to story.
Though the games themselves might not actually be related in terms of story, are they somehow connected at all? i.e. through massive leaps and bounds, through time, and (considering where the game takes place), space?
I would think that the Chocobos are evidence that there is some continuity between games. (I can formulate a hypothesis, but if anyone else who reads this has a better understanding on this particular topic, do share).