All three of the main characters from the original Twilight Syndrome duology (Tansaku-hen & Kyuumei-hen, respectively search chapter and investigation chapter), Yukari Hasegawa, Chisato Itsushima and Mika Kishi return in Moonlight Syndrome. The three games actually flow into one another as a continuous narrative.
(That is to say that the ending of Search leads into Investigation, and the ending of Investigation leads into Moonlight Syndrome.)
All three of the main characters are killed through the course of the game. (Mika is taken by Mithra; Yukari and Chisato are both killed trying to get her back.)
While all three games take place in the town of Hinashiro, the name is spelled differently (雛城町は in Twilight Syndrome and 雛代町 in Moonlight Syndrome, with The 25th Ward using the latter spelling) leading to the widespread understanding that Moonlight Syndrome is meant to be an alternate universe separate from the Twilight Syndrome canon among japanese fans.
Following Twilight Syndrome games, which Suda Goichi did not work on, would generally ignore the events of Moonlight Syndrome altogether; an older Yukari Hasegawa (who died in MS) does make an appearence in Kinjirareta Toshi Densetsu, though the context of the game makes it unclear wether she’s alive or a ghost.
The Silver Case:
At the end of Moonlight Syndrome, we are shown an epilogue in which Rumi Toba enters Ryo Kazan’s apartment. She is shocked to find Ryo sitting in front of the television, unresponsive as if in a trance, holding his dead sister Kyoko’s severed head in his arms.
(Ryo and Rumi are two of the only three survivors from Moonlight Syndrome, or what would come to be known as the Moon Murders.)
The game itself doesen’t elaborate on it, and the Twilight Syndrome sequels would sidestep the events of Moonlight Syndrome altogether.
What this epilogue rapresents, is in fact the prologue to The Silver Case.
The Silver Case opens on a case called Lunatics (which in itself refers to people whose mood is heavily affected by the moon phases), in which a teenager, holding a severed head, is chased to a secluded location after attacking a police officer.
Said teenager would in fact be Ryo Kazan, presumably driven mad by the events of Moonlight Syndrome.
As Ryo Kazan is chased in the Cauliflower (the private railroad satellite) the officers come to find what seem to be his victims, various teenage girls who are either dead or injured.
Once cornered on the roof, Ryo is executed by Tetsugoro Kusabi, the police officer he attacked earlier.
Rumi Toba then shows up and threatens to attack the police officers for killing Ryo, now that they could finally be together. (Rumi had unrequieted feelings for Ryo, who seemed to only care for his sister Kyoko, and later Mika, who reminded him of Kyoko.)
Rumi then confesses to the murder of a woman, who was standing between her and Ryo. This may refer to either Mika, or Kyoko Kazan herself.
This throws a shade on the entirety of the events of the Moonlight Syndrome. Did they really transpire as we saw them, or were the events twisted through Ryo’s perspective?
Was Mithra, the god of contract, even real?
We shall never know, as Rumi Toba is also gunned down by the MC of The Silver Case.
The officer that was investigating the Moon Murders, Morichika Nakategawa, is also killed during the events of The Silver Case.
That is to say, that the only person left to know the truth of the Moon Murders, is the last survivor, Yayoi Itsushima.
Flower, Sun and Rain:
The last survivor of the Moon Murders, Yayoi Itsushima, actually shows up in Flower, Sun and Rain under the alias of Yayoi Hanayama.
Unfortunately, Yayoi doesen’t really address any of the events from Moonlight Syndrome. She’s moved on with her life, and she’s merely taking a vacation in the Flower, Sun and Rain hotel.
Ironically, the only survivor from Moonlight Syndrome, was actually aligned with the villain Mithra. That is to say that Yayoi, was indirectly responsible for the death of the rest of the cast.
The 25th Ward:
While no character from Moonlight Syndrome shows up in the 25th ward, the last chronological chapter in the game, Yuki, takes place in Hinashiro.
The whole set up of Yuki, is meant to serve as a spiritual sequel to the Syndrome games. Yuki Shimohira, a girl who is able to sense spirits or ghosts, is set up as inheriting the role that Yukari Hasegawa, Chisato Itsushima and Mika Kishi had before her, that of a supernatural investigator.
While some fans seemingly took this as a tease for a new upcoming Syndrome game. I know for a fact the rights of the Syndrome franchise, are not in the hands of GHM at all. (The Syndrome franchise is owned by Spike-Chunsoft, & the original source code for the games has been lost to time.)
While a collaboration is not off the table, I believe Yuki merely acts as a thematic coda to the Silver Case setting, bringing things full circle back to the start of the storyline.
While Killer7 takes place in an alternate continuity, it does have some connections to Moonlight Syndrome.
For once, Garcian Smith makes use of the television medium to switch between his alternate personalities.
This is reminiscent of the spirit of Mika Kishi appearing in Ryo’s television during the ending of MS.
Secondly, the paper bag that’s implied to contain the Smiths’ heads whenever they get killed, is reminiscent of the paper bag that contained Kyoko Kazan’s head in MS.
Lastly, Mithra the God of Contract from MS makes an appearence in Killer7. Going by Suda’s own words, this shouldn’t be considered anything more than a cameo, though to this day I wonder if it has any sort of deeper meaning.