In this video essay,  connects Paul Thomas Anderson's films through his characters and themes, and makes the argument that different versions of the same people appear in every one of his movies throughout the chronological timeline (there are slight spoilers, so it's better if you've seen most of these films):

Here's more from Jeremy on the video:

Paul Thomas Anderson has been my favorite filmmaker since I started watching films closely. I've always wanted to somehow pay tribute to the influence his stories have had on my life, and so I finally decided to string each of his feature films together in chronological order, beginning with There Will Be Blood, set in 1898, and eventually arriving at Punch-Drunk Love, which was set in the present day when it was shot in 2002.

Frankly, this technique was mostly just an excuse to delve into some of PTA's more emotional themes, and draw connections between Freddie Quell, Daniel Plainview, Dirk Diggler and an entire entourage of colorful characters. Hopefully, lovers of PTA's style and technique will find this essay to be something of an ode to a true Master of filmmaking and his body of work.

It's important to point out as Jeremy says that this was just an excuse to draw connections between the films, and not as a way to prove that connecting these characters over multiple films was Anderson's intention. What it does say though, is that Anderson's vision as a filmmaker is very strong, and his characters are well-defined. Even if their purpose is murky at times, he's often got a character searching for something, a master or a family — which is a terrific excuse for dramatic tension and it also gives the audience reason to look deeper.

Source: Jeremy Ratzlaff