Stealth Sequel

When a Sequel or Prequel to a work isn't actually stated or advertised as a sequel/prequel. At first, it looks like a Spiritual Successor, Continuity Reboot, Alternate Universe, or some other closely related universe tie-in but it turns out to be a direct sequel. This might just be hinted at, or expressed outright near the end. See also Broad Strokes.

Examples:

Anime & Manga

• Suzumiya Haruhi. The internet exploded after new episodes suddenly starting airing without any previous announcement. Well they did make an announcement, they said it was a rerun of the first season (which is technically true, as the new episodes were shown chronologically with the old ones).
• Rebuild of Evangelion. Maybe.
• Rozen Maiden Tale started out as a What If manga that shows what would happen if Jun decided not to wind. Then the story transitioned into where the original continuity (which was Cut Short in the original manga) left off...

Film

• The "Smooth Criminal" segment of This is It is a prequel to the "Smooth Criminal" segment of Moonwalker, showing a story (so to speak) of the ghostly mobsters of the original back when they were alive. 
• Alice in Wonderland, the movie, isn't too stealthy about it since Alice is older, but she starts off her adventure in nearly the same way as the original book. Then, while Alice is struggling with changing size, the Dodo remarks, "You'd think she'd remember all of this from the first time."
• The 2009 Star Trek film functions as both this and a reboot, with Spock having arrived from the "original" timeline to provide some continuity.
  • The main stealth part comes from the fact that the movie is not a full reboot, but rather an Alternate Timeline, caused, thanks to Time Travel, by events in the future of the original timeline, that supercedes every movie and series but one.
  • It also offers a conclusion to the Federation's conflict with the Romulan Empire, which had been gradually developing since Star Trek: The Original Series: just as the Federation is on the verge of peace with the Romulans, their home planet's star goes supernova and almost the entire species is wiped out.
• Catwoman is a stealth sequel to the Batman films, notably, Batman Returns. Her origin is identical to the one played by Michelle Pfeiffer, the Catwoman persona is said to be a Legacy Character, and in the pictures of former "Catwomen", we see Michelle Pfeiffer's original character.
  • This is debatable though, considering Michelle Pfeiffer's character does not have actual superpowers, as opposed to Halle Berry's character.
• The Ridley Scott film Prometheus is a stealth prequel to Alien.
  • Similarly, the first Alien vs. Predator movie could be seen as a prequel to the Alien series proper. It starts out looking like a mindless slash-em-up crossover, but it goes on to explain the origin of the Xenomorph species as well as some details about The Company's genesis.
• Basement Jack is a loose sequel to Evilution, the two film featuring the same old apartment building and creepy manager and his equally creepy display room of murderous artifacts, which he adds more weapons to at the end of both films (a vial of alien virus in Evilution, and the eponymous character's sword in Basement Jack).
• At the end of Final Destination 5 two of the remaining survivors die in Flight 180, revealing the film to be a prequel to the first film.
• Indiana Jones and the Temple of Doom takes place before Raiders of the Lost Ark, and it's only indicated by the date at the beginning of the film.
• The Good the Bad And The Ugly takes place before the first two movies in the Dollars Trilogy.
• Nanny McPhee and the Big Bang. The only connection to the first movie is revealed at the very end, when a doddering old lady is revealed to be the baby of the first family all grown up.
• The Twenty One Jump Street film is actually a sequel to the original TV series. It also induces Sudden Sequel Death Syndrome on Hanson and Penhall.
• The obscure psycolohical drama The Ninth Configuration is, according to Word of God, a sequel to The Exorcist, as Lt. Cutshaw is the astronaut from Chris’s party.
• In Chopping Mall Paul and Mary Blamd from Earing Raoul and Walter Paisley from Bucket of Blood make cameos.

Interactive Fiction

• Planetfall has a few references to Infocom's previous sci-fi work Starcross that imply that it is set within the same universe several centuries later.
• Narcolepsy by Adam Cadre isn't advertised as a sequel to Adam Cadre's previous work I-0, but it isn't long before you run across a place mentioned in the prior game. Also, I-0's protagonist Tracy Valencia makes a somewhat in-jokey cameo.
• Dinner with Andre by Liza Daly has a twist ending where the PC turns out to be the same character from Liza's previous IF work Bloodline several years later and sees someone she knows from that time.
• Masquerade by Kathleen Fischer has a number of endings, one of them causing the game to become a prequel to her other work, The Cove.

Literature

• If you did not pay attention, you may not have noticed that the elder in Gathering Blue is the protagonist from The Giver. Later books outright confirm it is him.

Live Action TV

• The last episode of Newhart revealed that the entire series was the dream of the protagonist from The Bob Newhart Show.
• This is one interpretation of the remade Battlestar Galactica ("All this has happened before, and all this will happen again")

Video Games

• Shadow Hearts wasn't advertised as a sequel to Koudelka, and indeed some people still claim that they don't have any real story links, despite the recurring theme of the Emigre Document, the villain impersonating a character from Koudelka, the real version of that character turning up later, Koudelka herself playing a significant role, Koudelka's son being a party member, and the last chapter of Shadow Hearts taking place in the monastery Koudelka was set in.
• Shadow of the Colossus was a Prequel to Ico, but you'd never realize until the very end. And even then you might not realize unless you were a big fan of Ico.
• Vagrant Story was a sequel to Final Fantasy Tactics, although this wasn't apparent until the whole Ivalice Alliance was fleshed out with more games.
• Captain Commando is a futuristic sequel to Final Fight. The game is set in Metro City, Ginzu the Ninja is Guy's future successor in the ways of the Bushin school, and a bust of Mike Haggar can be obtained as a power-up.
• Dragon Quest III looks like a Continuity Reboot, but late in the game you find yourself on a very familiar world map, and the ending names you as the famed ancestor of the first two games' heroes.
  • Dragon Quest VI has thematic links to the other "Zenithian Trilogy" games (IV and V), but there are hints that it's actually a prequel.
• Xenosaga may or may not be a prequel to Xenogears. Likewise, Xenoblade being a sequel to both. While Blade doesn't have much in common with the other two apart from some themes and design elements, and takes place in a different universe Saga's ending involves the main characters breaking the cycle of Eternal Recurrence, where the universe is constantly dying and being brought back exactly the same, while in Blade it's a major plot point that there was a completely different universe before the one the characters live in was born, suggesting that the actions of Shion and friends allowed the Blade-verse to be born after their own world ended.

Web Comics

• For quite a long time, Black Ops Civil Service webcomic Skin Horse by Jeff Wells and Shaenon Garrity looked to be the spiritual successor to Garrity's earlier Mad Science comic Narbonic, but readers suspected it was actually a sequel. It was three and a half years before the connection was officially made.
  • The actual degree of continued story is pretty marginal, but Word of God confirms the connection was planned from the beginning and not just a Sure Why Not.