IT. WAS. BEAUTIFUL. *_*
Burial at Sea connected Infinite to the first BioShock in a beautiful way. I don't want to spoil anything, but it was amazing how it all connected.
The general idea is that the events in BioShock Infinite happened first, then the events in Burial at Sea, and finally the events in BioShock and BioShock 2 happened in consecutive order. The final scene you see after the end credits in Burial at Sea episode 2 gives you the idea that the beginning moments of BioShock have just happened.
And everything evolves around...
Screenshots from Burial at Sea episode 1:Would you kindly...?