The novellas are not directly interconnected, though certain fictional characters appear in more than one story. The New York of these stories is the same as the New York of The Age of Innocence (1920), from which several fictional characters have spilled over into these stories. The observation of the manners and morals of 19th century New York upper-class society is directly reminiscent of The Age of Innocence, but these novellas are shaped more as character studies than as a full-blown novel.
Some characters who overlap among these four stories and The Age of Innocence: Mrs. (Catherine) Manson Mingott, Sillerton Jackson, Mrs. Lemuel Struthers, Henry Van der Luyden. Other families and institutions also appear in more than one place among this extended set of New York stories.