Both of these games are story driven wargames (I'd have included Malifaux among these, but didn't for reasons that I'll make clear soon). In each game there are stories that can be told by feeding the results from one scenario directly into the next...did you get the captive? if so she'll join your team in the next game...did you capture the castle? if so, your team will be the one defending it in the next scenario.
I don't know of many games that specifically take victory elements from one scenario than feed them into the next to tell a consistent story. Malifaux provides specific victory elements for specific factions and characters, but so far it hasn't made an effort to link specific scenarios into longer campaign forms.
It something that has interested me through my investigations along the border between wargames and rolplaying. In large scale old school wargames, I've seen battlegame clubs replay large chunks of major wars, with early battles contributing personel losses and strategic elements into later games. In roleplaying we see this all the time when a character injured in one scene often has to carry their injuries into later scenes, and when the treasures gained early in an adventure provide an edge against the main villain at the end.
So naturally it was something I wanted to experiment with in Ghost City Raiders.
I've posted up the first interlinked tale on RPGNow, it's called Shadows of Rust (which was actually my working title for Ghost City Raiders). It's just a simple thing at this stage, you find location 1 (the first scenario), clues lead you to location 2 (the second scenario), and pieces picked up from both these locations provide an advantage in the climax (the third scenario). Nothing revolutionary, just your standard RPG story framework.
I'll be creating up a few more stories like these, and I'd love to hear more ideas from people who might be interested in the ongoing development of the game.