Prince of Persia: The Sands of Time (video game)/WMG

The Prince already made a Deal with the Devil
The 2006 Prince, that is. That's why he can grab ledges after falling a distance without ripping his arms out, and why his sword can effect Ahriman's soldiers, which appear to be nothing more than wind and darkness. It also explains why the Alchemist's gambit of infecting him with the Corruption didn't work -- his soul was already promised to another demon, and so Ahriman couldn't take it.

If Sand Monsters are near the Dagger of Time, they are immortal.
In the Sands of Time when a Sand Monster is killed, it revives unless it's sand is absorbed. When the Prince loses the dagger, the monsters stay dead when killed instead of being revived. In Warrior Within the Prince doesn't have the Dagger and the monsters die when you kill them. Clearly, this means being near the Dagger gives them a bizarre immortality.
 * The sword that the Prince found at the end of Sands has some sort of nasty effect on Sand monsters: they die in one hit, whether he has the dagger or not(which makes it very difficult to collect sand when you have it). In Warrior Within, they aren't sand zombies, they're the armies of the Empress of Time. Perhaps everything from that island releases Sand when killed.

Azad's justice system was run on the same lines as that of Dwarf Fortress
That's why so many of the enemies there wield hammers. They weren't prisoners, they were executioners.

The games take place in the Assassin's Creed universe
The Ubisoft games, at least. The 2008 game takes place thousands of years ago. Ahriman and Ormazd are two of "Those who came before", and Elika and the Prince have quite a lot of TWCB blood in their veins, and the much later Sands of Time Prince is of the same bloodline. The Empress of Time is either one of TWCB, or a powerful weapon invented by them. Same goes for the Dahaka. The hourglass, medallion and the dagger are all TWCB artifacts and the human bad guys are all Templars.
 * But if this theory was true, is the dagger a Piece of Eden or some random artifact?
 * The Sands could be a powerful bioweapon, but it would be nigh-impossible for even the Templars to wipe the Indian invasion of Babylon from history. Remember, the world's history, in AC, is basically the same except for the bits the Templars altered.