Even though Chris was "killed" at the end of Charmed: It's a Bad, Bad, Bad, Bad World: Part 2 (2004), his presence is explained by the fact that the Chris who "died" was from an alternate time-line where Wyatt had turned evil. However, since he, his parents and his aunts were able to prevent the events that made the older Halliwell brother evil he never had to go back to the past and thus survived.
You find out exactly what happens to all of the Halliwells in the last few minutes of this series. They even have a tribute to Prue. At the very end, they show a little girl sitting on a chair reading the Book of Shadows. The front door is left open, and the little girl points her finger towards the door, and the door closes (clearly using telekinesis), which is nearly the same thing Prue does at the end of the pilot episode, and the exact same that she does at the end of Season 2.
After Patty (Finola Hughes) time travels from 1975, she surprises Victor (James Read) at his apartment and asks him "How do I look?" Finola hosts a Style Network makeover show entitled How Do I Look? (2004).
The final shot of the show (the camera panning away from the manor) is actually recycled from the fourth season finale Charmed: Witch Way Now? (2002) . However, the Angel of Destiny has been removed and the shot's lighting has been edited. Due to extensive budget cuts the crew had to film everything in studio, making an exterior shot impossible.