Of course they were connected, an ancient warrior cursed with a mask to become a wolf demon. The Rangers saved him, and both heroes kept themselves away from our heroes.
In Hurricanger only, when Shurikenger came in, a new villain Satarakura had as well. In Ninja Storm, Satarakura's counterpart Shimazu came way after Green Samurai Ranger was introduced.
When the Omega Ranger arrived, Mora had been changed to Morgana. She brought along other monsters but she stuck around unlike her Dekaranger counterpart.
In Mahou Sentai Magiranger, when Nai and Mere push the Magiranger into a cave, they release Hikaru the frog and Memmy. They fought long ago. Same thing in Mystic Force. But Imperius tried tricking Udonna in his old form.
In Boukenger, Eiji chased the Ashu Tribe, him being half Ashu. They were then turned into Questers by Gahja. In Operation Overdrive, the aliens Fearcats terrorized Tyzonn and they were upgraded by Flurious.
Well this kind of happened in RPM too as Venjix got a new suit that was Hiramechimedes in Go-Onger but it wasn't a new villain or character. In Go-Onger when Hiramechimedes came along, so did Go-On Wings.
When the Yuumajuu and Mutants appeared, Robo Knight/Gosei Knight did too.