All of Quentin Tarentino's movies fit into the same universe. Cracked explained that, in the Tarentino world, since Hitler was killed thanks to the graphic violence of the Basterds, people decided that violence can be used as an answer for anything, leading to the increased prevalence of crime, which explains Resevoir Dogs and Pulp Fiction. The diamonds in the former film later became a plot point in the latter, though you never actually saw them, you just saw the briefcase they were in. Tarentino confirms those were the same diamonds in both movies.
There is one thing that could have been done to really tie all of the movies together though, and that would have been to make it so that Budd from Kill Bill actually pawned his katana, which would have been the same katana used by Butch to save Marsellus Wallace from the two rapists.