The two games play both mostly in the same small city (12-14.000 citizens IIRC) of Wollust (a name which as a Germanspeaker I find hilarious since it is German for lechery) somewhere in the US, about 20 years apart. There are several important families in Wollust, among them the Zane family, from whom the WIAB MC Willi (or however you name him alternately) stems.
Members of this family will pop up in both games, naturally more of them in WIAB, since there the Zanes are the focus. One member of the Zanes in SG is
Beyond that several families and persons are mentioned or shown in SG, who already were in WIAB. This is just a little bit to answer your question.