AIR/WMG

Kanna wasn't the last winged being.
Think about it: Yukito's pseudo-Unwanted Harem all dreams of flying. Minagi specifically says that she feels like she had wings and then lost them. Kanna usually shrunk her wings and hid them under baggy traditional clothing, and 's existence shows that other spirits can take a completely human form. Therefore, due to the veneration-imprisonment of Kanna's family, the others became humans and hid among the populace. Minagi and Kano are their descendants, the wings bred out of them over a thousand years.
 * Adding to this theory, Ayu is also descended from the winged ones. Remember the pink wings she had in the Spoiler Opening of Kanon?

Misuzu was Donna Troy in her previous life...
Or in an alternate universe. Their curses are similar enough for this to work (the differences would be due to oriental and ocidental settings, thus, making the AU part work way better), and one hell of a Tear Jerker.

Sanae is friends with Akiko.
Sanae once manages to make her infamous bread worse by adding a special (yellow) jelly made by "a friend", and who makes an infamous yellow jelly?

Haruko Kamio is related to Akio Furukawa.
Cousins maybe? While watching Air, the two of them kinda struck me as having rather similar personalities/roles when interacting with the protagonist, and the two of them have similar hair coloring (though Haruko lacks the Furukawa hair-tannae). Plus, it's a fun way of tying the series together with Clannad in a weird way.

There are three Seasonverses, but they commonly come in contact with each other.
AIR, Kanon and Clannad all seem to operate under the same rules. Ayu, Makoto and Nayuki appear in AIR when it couldn't possibly be the versions of them that appear in Kanon, but in the crossover manga, the real ones show up in Kasumi. Therefore, the three worlds are Alternate Universes, but, possibly due to the magic infused in all three, their borders are constantly fluctuating.
 * It also wouldn't be surprising if the CLANNAD characters are counterparts of the Kanon characters, although, unlike their versions in AIR, they are not identical.
 * And how! Maybe: Ayu is Fuko, Nayuki is Kotomi, Makoto is also Fuko, Akiko is obviously Sanae, Kaori is Tomoyo, Shiori is Nagisa, Yuuichi is obviously Tomoya. Kotomi and Tomoyo are the two facets of Mai's personality, and Sayuri's closest Expy, sibling-related-issue-wise, is Tomoyo, since Sayuri's brother died, and Tomoyo's almost died.And of course, nobody could probably replace the Fujibayashi twins.
 * Except maybe Kagami and Tsukasa, but that's another thing altogether.
 * Look at this.