-When Bond is clearing out his desk, he pauses over items that remind him of earlier missions.
-Sir Hillary Bray presents Bond with his genealogical charts including his family motto ("The World Is Not Enough") which supplies the title to a later Bond film.
-At the wedding M refers to the "Bullion incident" of November 1964, no doubt referring to the plot of Goldfinger.
As well, the later films reference the fact that Bond is a widower, and in For Your Eyes Only Bond visits Tracy's grave. All this suggests that the Bond in all the films up until the Daniel Craig era is the same character.