Spoilers for Split and Unbreakable
So Split ended with Bruce Willis' character from Unbreakable mentioning Mr. Glass. Shyamalan has also confirmed that his next film will be a sequel to Unbreakable.
So, David Duff vs. Mr. Glass and The Horde in Unbreakable 2?
Other possible connections:
-Mr. Glass caused the train crash that gives David his abilities; Kevin's father presumably dies in a train accident
-Kevin leaves flowers at the subway station before turning into the beast, possibly in memory of his dad
-At the end of Unbreakable, when David goes to the subway to find a villain to stop, he sees an abusive mother with her child
-Kevin's mom becomes abusive after his dad dies/leaves
-David explicitly states that 15 years have elapsed between the events, so the timelines work