The characters in the two stories, "The Story of an Hour" and "The Storm", are connected because Chopin as the writer incorporated her own dark feelings and emotions in them. There are a number of revealing clues that give insight to what Chopin had building up inside of her, like what she really felt for her husband, but would never tell him. Although it is speculated that the reason she did not release the stories is because of the way that stories like these would have been frowned upon in her day, I think the majority of the reason was because pain it would have caused her family life.
For instance, in the story "The Story of an Hour", the woman in the story doesn't realize that she feels held down and constrained by her husband until after he is dead. She even goes as far as to lean out the window and yell "free, free free!!" which Chopin relates to this metaphor of nature, signifying the great level of freedom. It seems like her life is connected with her husband but her own emotions are no longer attached to him. Similarly, in "The Storm", the woman in the story seems to live this "normal" relationship, then suddenly, while her husband and son are off at the store, her seemingly in-danger ex-boyfriend wanders up to her doorstep where she suddenly has this huge passion surge that takes over her body. With again, nature, i.e. the intensifying storm, being a metaphor for her increasing passion for this stranger.
One of the most interesting things to notice about "The Story of an Hour" is that she goes through this whole ordeal in an hour, first the depression, then an epiphany, then a heart attack. At the end of the story she walks downstairs with her new found freedom only to see her husband walk in the door, the surprise is so immense that she literally drops dead. The irony here lies in the fact that she felt all of these emotions, and even after she died, no one would know what she truly had felt.