So far we have mention of:
Thad Beaumont (The Dark Half) - Oddly enough Bag of Bones is the book wherein we find out Thad's final fate after the happenings of The Dark Half. There is a nine-year gap between The Dark Half (1989) and Bag of Bones (1998). There is a mention of Thad's divorce in Needful Things, but it would be another seven years before we're given Thad's full story.
William Denbrough (IT) - Big Bill is mentioned twice in the first hundred pages of this novel.
Ralph and Lois Roberts (Insomnia) - I'm guessing Bag of Bones takes place after the plane and before the car. People who have read Insomnia will understand that.
Finally, Dark Score Lake is also mentioned throughout the King-verse.