Pokémon Ranger/WMG

The Oblivia region is based on Hawai'i

 * Oblivia is a bunch of islands. Your Pichu has a ukelele. This makes just as much, if not more, sense as it being a part of Japan. The Pokémon were probably able to reach this place more easily than Isshu because Hawaii is about halfway between America and Japan in real life. Most of the non-legendaries probably also were taken there by the immigrant population, who kept them as pets, where the offspring of the immigrant Pokémon quickly overran the native species.
 * In that case, Phoebe of the Hoenn Elite Four is probably from Oblivia. As are Barlow's ancestors.

Purple Eyes and Sabios are connected somehow
They both have purple hair, and Sabios's Leitmotif becomes Purple Eyes' when he gains the Golden Armor. Also, Purple Eyes states just before taking the armor that he did a little more research, and discovered something. He then somehow takes all of the Golden armor at once, and states that it chose him. This would suggest that he discovered his own connection to the maker of the Golden Armor, and it chose him for his blood ties. Not to mention he seems to know just what he's doing when he uses it, and we know that the memories of the Steelhead affect the Pinchers wearing their armor. Could Sabios be helping out his descendant?
 * Personally, I believe that Purple Eyes is Sabios' last living descendant. Ben/Summer ended up becoming the hero in both time periods due to Celebi fearing the Fall of Oblivia happening if the designated past Oblivian Hero was to fail. Gotta preserve that time loop. It also gives more meaning to

Heath is Wolf O'Donnell
Before you battle him for the last time, he says "Can't allow you doing that!" He stumbled into this dimension somehow, and was transformed into a human on entry. It would also explain his broken English, given that a shared language is unlikely between two separate dimensions.

Nick is into bondage.
Why else would so many of his day-"nightmares" have to do with being tied up?
 * The whole game is into bondage. Notice how often characters are tied up, and notice the frequent mention of "A rope wound a smidgeon on the tight side"?
 * The rope thing was more of a running gag than anything.

Lucario, Heatran, and Cresselia are the Three Princes of Almia, and Darkrai is the King of Almia
In Pokemon Ranger: Shadows of Almia, the legend of the Three Princes plays an integral role in the plot. The colors of the princes are blue, red, and yellow, just like the gems that Lucario, Heatran, and Cresselia guard (which are called the Prince's Tears.) Furthermore, the legend states that when the King of Almia banished the princes for their selfishness, the yellow prince was banished to a desert, the red prince was banished to a volcano, and the blue prince was allowed to stay at the castle (he was the youngest, and the king took pity on him.) This matches up to where you find the jewels. The king then fell into a deep sorrow over what he did to his sons, and this caused the kingdom to fall into darkness... darkness... Darkrai... get the connection? Thus, the game's finale represents the three princes reconciling with their father, with the assistance of the Pokemon Rangers! (Though, this theory does have some Fridge Logic in it - why the hell was the oldest prince (the yellow one) reincarnated as a girl?!? Cresselia's a female-only Pokemon!!!)
 * Wait, this isn't canon? It seemed like it was intended to be interpreted as this.
 * Not canon. Possibility, but I personally never drew that conclusion from it. Especially given Cresselia.

Ranger 4 will feature N as a Ranger
Black and White make it quite clear that N will appear in another region. Most of N's character suggests that a career as a Ranger would be fitting.

Nanoha Takamachi founded the Ranger Union
After all, you spend the entire game befriending the crap out of Pokemon.

The Stylers in the first two games absorbed Pokemon power, the Styler in the third game did not
Makes some sense to me. In the first two games, using Poke Assists, it would "absorb" power from the Pokemon itself to power up the Styler. But there was only so much the Styler (and the Pokemon being drained) could take, hence the time limits for Poke Assists. In the Guardian Signs, Poke Assists directly involve Pokemon coming to the field to help you, meaning the people in charge of technology at the Union viewed the former Poke Assists as a faulty system and changed it.