Threads/WMG

1984 and Threads are part of the same timeline.
If Threads had been set in the 1950s, with a bit of Fan Wank, you could even postulate that it's kind of a Spiritual Licensee Prequel to Orwell's 1984 ! An anarchic totalitarian police state ruling over a crippled, declining Britain after a hinted-at nuclear war, anyone ? The novel's descriptions of London and the state of society in Oceania are eerily similar to the movie's scenes set years after the war.
 * Except the nuclear damage in 1984 was restricted to one or two cities (mirroring what happened in World War Two) and a massive infrastructure is still there, just worn down by years of inefficient dictatorship. This is the exact opposite of what happens in Threads.
 * Well, true. But I said if it was set in the 1950s. The run-down atmosphere of post-apocalyptic Britain is still very reminescent of Oceania in a few aspects. We see that while industry is severely neglected and outdated, it still survives (steam engines, a functioning radio or lightbulb here and there, etc.) and some more powerful individuals have apparently created a rudimentary post-war leadership (though not democratic by a long shot - more of a barely functioning survivalist dictatorship).

Jimmy survived.

 * First, we never saw what happened to him after Sheffield is destroyed.
 * Second, in the final scene we briefly see a man with a face partially disfigured by burns, who might be Jimmy.
 * And third, there is a little scene early in the movie where Ruth tries to reassure Jimmy about their future telling him "It will be lovely. I just know it will!" We all know how that went. Later, when she and her parents are hiding in the basement, they try to console her telling her it's possible Jimmy is alive. Ruth says (paraphrased) "Jimmy's dead! I know he is!" Since we've seen before the accuracy of her predicitions, this could be a little hint given by the writers or just a bad case of Fan Wank (either way, it's not like it would change anything given the way the film ended, anyway).
 * Let's add a fourth reason why Jimmy might have survived. He's at his workplace, Don Joinery, with his friend Bob when the first bomb goes off at the RAF base. Jimmy tries to drive to Ruth's house, but the truck won't start, so he sets off on foot. Given that only a few minutes elapses until the second bomb goes off over Sheffield, he couldn't have gotten very far. We know that Don Joinery was a survivable distance away from the epicenter of the second bomb because Bob remained behind and survived. Even if Jimmy were (inadvertently) running toward the second bomb's epicenter there just wasn't enough time for him to have gotten that close.

Threads takes place in the same universe as Mad Max
In Mad Max, Australia has managed to avoid being struck by nukes, but the loss of contact with the rest of the world has lead to economic collapse and a breakdown of law and order. In The Road Warrior, the lingering environmental effects of the nuclear exchange have finally finished Australia off as a nation.