Update: I'm going to approach this like the Richard Linklater movie "Slacker" - Each story will be self contained, but one character from each story will be the focus of the next story and so on (imagine that character walking off 'stage left' and entering 'stage right' on a brand new set).
Update 2: I'm setting all the stories in a fictional 'noir-like' city called Hopper (or Hoppersville)
A strange city that lives on the edge of the night, and where on the outskirts it's always twilight
Update 3: I've added in a short intro about "Hoppersville" and the first line of the "Nighthawks" story
Update 4: I'm going to change the name of the collection to Hoppersville - sorry, Zelda I think we might get in trouble with Tom Waits if we call it "Nighthawks at the Diner"