I know that 'Once Upon a Time in the West', 'Duck, You Sucker!' and 'Once Upon a Time in America' are considered technically part of the same trilogy by various sources, but is there any in-universe connection between them? Do I even need to watch the other two before 'Once Upon a Time in America'?
The link is thematically:
In Leone’s second major trilogy of thematically connected films, sometimes called the Once Upon a Time trilogy — Once Up a Time in the West; Duck, You Sucker (also titled, Once Upon a Time… the Revolution, or A Fistful of Dynamite); and Once Upon a Time in America, the setting is not always the American Old West, and Leone concentrates more on the “rituals preceding violence than on the violence itself.” In Leone’s first trilogy of Westerns, the Dollars Trilogy, the protagonist doesn’t change, although those around him often do, if only because of his violent acts. In the Once Upon a Time trilogy, instead of there being a single protagonist, who is most often considered the “hero” of the story though he is neither moral nor “good,” there are at least two protagonists, and they do change during the course of each individual film’s story, which is “unusual” for Leone characters.