I love how all series of Yu-Gi-Oh! have an actual connection.
Has spoilers of course
DM and GX are obvious, because characters appeared in both.
But when Judai (Jaden for the ones who like 4Kids' version) duels against Darkness (AKA the villain of GX) Darkness shows Judai that if Duel Monsters doesn't cease to exist the future will be black and humanity will no longer exits. That is what actually happens in 5D's future, when the people from the future come back to destroy Duel Monsters (And try to kill Pegasus), but Yusei believes that there's a change to save humanity and he manages to find it. Then they say that Synchro Monsters should be sealed because they opened the doors to other dimensions that are the ones that destroyed the world in the future, so Yusei attempts to seal Synchro Monsters in order to seal those dimensions and save the future. Then comez Zexal, where we see that Synchro Monsters were actually sealed and aren't being used anymore, but one door to one of those dimensions remained open, so the end of humanity will still happen. That is the Barian dimension who will try to destroy all humanity in order to govern the universe.
The bad thing is that this time the duelist who can save us is Yuma, and to be honest, that's the lamest duelist of all times, so we can say that Humanity is a goner.