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Story the first ~Tower~
This is a story, and so far the ONLY story, that has the important background character Roland of Gilead, the reason for the Tower's Self-defense protocol. he is near the end of his journey when he comes across a mysterious door that leads to the laboratory of the last Weaver. It is revealed that this Weaver is the 'creator' of the Spline and that his people are the reason the multiverse has clear structure and highways. He sends Roland on his way and, in the process, realizes he needs to stop Infinity from coming to pass with the Spline. This makes the Spline have a few errors in it, but in the end it will survive. And the Weaver dies in the end, as he was the last of his kind.

Story the second, ~Theater~.
This story is about Randall Flagg watching a movie about his greatest acomplishment - the downfall of the Downstreamers. Throughout the majority of the story the readers have NO IDEA that the man in the audience is Flagg, but they do get hints that he had something to do with the Downstreamers. Through this, we learn a heavily distorted view of the multiverse's deep past, where nexus universes came form, and why all sorts of ancient universe stuff is laying around. We also learn about Infinity Mechanisms - this ties to the previous story because the Spline is what was the Downstreamer's downfall, as well as Flagg's presence. It also points forward with the suggestion of White Nettle's creation.

Story the third, ~Harlequin~ tells the story of a man of some unidentified race growing up in a world where humor is looked down on. He finds this horrid and feele the need to rebel greatly. Luckily for him, his people live among the ruins of the Infinity Mechanism, and he discovers the multiverse and has great fun. However, when he attempts to bring it back to his people, they reject him. Considering how he wans't all right in the head before he started on his adventure, he kills them all and embraces his laughing madness. He ascends the Tower, becomes dimentio, and writes the Prognisticus. This ties to the previous story with the Infinity Mechanisms, and ties to the next with the Prognosticus itself.

Story the fourth, ~Historian~ tells of Blumiere's father as he recounts the history of the Tribe of Darkness - relating to the Xeelee and the Prognosticus. It reveals the origin of a few things - such as Vivian, and Flipside - as well as serving as Blumiere's origin story. It's full of informaiton and serves mostly as a character study into Blumiere's father and his curious ramblings. It ends with the destruciton of the Tribe of Darkness at Blumiere's hand as he enters his original foray into villainy. It connects to the previous story thorugh, what else, the Prognosticus. The connection to the next story is more tenuous - other than the Xeelee being the reason the TSAB explores - but this is because the Historian's story ends AFTER the next story, even though the history it recounts was largely before the TSAB's time

Story the fifth, ~Grand Tour~, is Nanoha's story of her and the TSAB's explroaiton into the larger multiverse back when they were a class 3. Events we heard about from Nanoha - including the foundation of the ETSAB and the encounter with the WAtchmaker - are revealed her. It is further revealed that the existence of Scarcity is partially Nanoha's fault, and thus the entire Starstream War. The two of them used to be great friends, but Nanoha had to step in during the war to prevent either side form getting the power of the Eye or Rhyme, which was crafted specifically to aid in the war. This connects to the previous story through the Xeelee, and points to the next one through the Eye of Rhyme

Story the sixth, ~Twilence~, is about Twilence's last journey with her original multiversal adventuring group. They are in the Nexus, meet Rev, and try to take down a demon named Polymarchus. Polymarchus dupes them by having a Flower under his control, cirucmventing Twilence's powers. He imprisones them and makes Twilence write a story for him of his victory. During this imprisonment, Twilence tells Vriska what really happened during the English Incident. After Vriska escapes, Twilence begins writing a second story that will evnetually bring Polymarchus down. We know it does, but that story is elsewhere. This is connected to the previous story through the Eye of Rhyme, and Twilence herself is also involved in the next story. (This is alsot he only spot you get to meet Creek)

Story the seventh, ~Merodi~, is about White Nettle's attempt to wrestle control of the Dark Tower for herself so she can redefine existence. She needs the first half of the 'Choice' poem to do this - GM, Arceus, Monika, Twilence, John, and herself to form a ritual. The protagonists of Songs of hte Spheres - Allure, Pinkie, Eve, and Corona - work together to stop her from accomplishing htis goal. White Nettle is defeated, the Tower saved, and Corona notes a curiosity inside what White Nettle did, finding that mabye she could further her scientific knowledge with the ritual. This connects to the previous story through Twilence, and connects to the next one through White Nettle. White Nettle's existence also goes back to the Downstreamer story.

Story the eighth, ~Mother~ is about a nameless mother's domestic troubles with her child. THe story is played as a straight drama almost compeltely until the end with no lore implicaitons. Except it turns out that the Mother is White Nettle and that the city they live in is built around the Dark Tower. They also live in a strange world that we haven't seen before. It's mentioned that these events are seen 'after the era of Uncertainty', which has Pinkie and Twilence a little confused. This connects to the previous story through White Nettle.
and then Twilence has a few concluding things to say about theme, meaning, and the story of hte multiverse. And it's revelaed at the end that Corona is goign to be the one who asks the question