I thinnk Chasing Amy takes place a couple of months (if not years) after Clerks, because Alyssa mentions her best friend f***ed a dead guy in the quick stop. Holden asks "You know that girl!?!" and Alyssa says something like she did until she went into the psych ward (or something, my memory's not great), implying that some time has gone by and that Catlin Bree has become an urban legand. (I suppose that all could have happened within a week, though, in fairness.)
Also, Smith himself wrote a J&SB comic book, "Chasing Dogma", explaining how the pair got from the end of Chasing Amy to their entrance in Dogma, which would imply if Amy's real, then Dogma must be as well. And, if you read the Wizard articles in the opening of Chasing Amy, Holden & Brodie made their name writing a comic called "37!?", about foul-mouthed convienence store clerks. So if Amy's real, does that make Clerks a comic?
Originally posted by LabMonkey:
Other connections exist, but I don't remember them.
Off the top of my head, in Alyssa's monolouge outside the hockey arena in Chasing Amy, one of the people she says she slept with was her character in Mallrats. Also, the nickname 'finger-cuffs' was given to her by Rick Derris, the jerk in Clerks who claimed Dante grunted when he lifted the milk. And the girl who enters later in that scene in Clerks is Alyssa's little sister, if memory serves. (I'm told there's a while flowchart for this in the DVD booklet for Chasing Amy.)
I could go on, but my brain's starting to hurt.
EDIT: Needlessly complicated TOTPD