Psychoville/WMG

Mr. Jolly's bomb didn't actually go off
Instead, something else caused the sound of the explosion and the flash of light and all of the characters have survived.

Jossed

The second series will revolve around finding the amulet
Either it will end up lost or it will transpire to be a fake. Either way the other characters will end up inadvertently hunting it down.

Confirmed (the general idea, but not the details).

Psychoville takes place in the Whoniverse

 * was one of the people taken in The War Games (series finale for the Second Doctor), and was inspired by what he learned about the Time Lords to seek the secret of immortality.
 * Jason Griffin (Mark Gatiss's character in episode 4) is the nephew of Richard Lazarus.
 * George Aston, after, becomes the ancestor of Strackman Lux - the leader of the expedition in the Silence in the Library/Forest of the Dead two-parter.
 * Robert's  psychic powers come from exposure to a rift, similar to Gwyneth in The Unquiet Dead.
 * Jeremy Goode's hallucination of the Silent Singer stems from the fact that he is a chameleon-arched Time Lord, and the Silent Singer is a subconcious reminder of that.
 * Debbie, from the theatre company, has an identical twin sister Sophie, who appeared in The Lodger.
 * Tealeaf was on the bus in Planet of the Dead, pre-Lomax.
 * Mrs Wren's aunt, Mrs Harcourt, was part of the events in The Doctor Dances.
 * Joy's friend Nicola was recovered  by House from The Doctor's Wife and formed the basis for Auntie.