First off, the main continuity of Type-Moon works is often referred to as the Nasuverse,
http://typemoon.wikia.com/wiki/Nasuverse. They share the same concepts behind magic and have the same major organizations working in the background. Tsukihime, Fate/Stay Night, and their many sequels and spin-offs make up the bulk of the Nasuverse.
Kara no Kyoukai is stated to exist in an alternate universe to the main continuity of the Nasuverse by Nasu himself because of a few major discrepancies in concepts and character motivations.
Tsukihime's main protagonist, Shiki Tohno, not only shares Kara no Kyoukai's Shiki Ryougi's namesake, but also a weaker version of her mystic eyes of death perception and a murderous second personality. He also has a striking resemblance to Mikiya Kokutou along with an incestuous sister.
One string that links them all together is that in the true ending of the Heaven's Feel route in the Fate/Stay Night visual novel it was alluded that Shirou's new puppet body was created by Kara no Kyoukai's Touko Aozaki who is the sister to Tsukihime's Aoko Aozaki who gave Shiki Tohno his magic glasses.