Spoilers below for the finales of both WandaVision and Loki, so anyone who hasn't seen both should be warned!
With Marvel's Disney+ series now serving as prime cut connective tissue for the MCU at large, fans have been trying to find all the ways possible to draw connections between WandaVision, The Falcon and the Winter Soldier and Loki, though Anthony Mackie and Sebastian Stan's more straightforward action series doesn't quite tap into the same magical storytelling as the other two. But while WandaVision and Loki don't share characters and don't feature any major character-crossover points, the latter's finale did utilize a key Vision line as foreshadowing, and there are other reasons to believe the two narratives are tethered together through - what else - time.
Let's look at arguably the two biggest theories aiming to link the events from WandaVision and Loki together, with one featuring some pretty strong evidence, while the other based on some pretty strong rational thoughts.
How Scarlet Witch And He Who Remains Moments Sync Up
Among the many inspirations that went into Loki's TVA storyline, one that stood out quite a bit is The Wizard of Oz, in large part based on Jonathan Majors' He Who Remains being the wizard behind the curtain, so to speak. And as many are already aware, one of the biggest pop culture easter eggs in existence involves syncing Pink Floyd's album Dark Side of the Moon with The Wizard of Oz, which (unofficially) results in lots of corresponding moments between the music, lyrics, and live-action film. So it only makes sense for Loki to feature something similar, right? (At least if we're not going to see Alligator Loki wearing four ruby red slippers.
Thankfully, at least one fan out there did the work and put forth the theory that Loki's Season 1 finale was indeed purposefully linked up with WandaVision's finale during key moments in the respective episodes. As shown in the video below, the moment when Elizabeth Olsen's Wanda fully embodies her Scarlet Witch persona - marking her Nexus Being status - syncs up with Loki's threshold-crossing moment when He Who Remains is no longer prescient about everything to come.
Now, this obviously isn't a 100% confirmed connection between Loki and WandaVision, but considering the Tom Hiddleston-starring series is so engulfed in time-related matters where coincidences are all but non-existent, this doesn't feel like pure chance was guiding the editing. Now, it would have been cool had WandaVision also used a single camera shot during that scene, and Agatha hitting the ground isn't precisely timed to the thunk against He Who Remains' desk, but it's more than close enough to be convincing.
How He Who Remains' Death Could Link To WandaVision
Let's get this explanation out of the way before talking about how realistic it could be, both with and without the above topic included. The idea here is that the moment He Who Remains dies of his stab wound coincides directly with WandaVision's final moments, when Scarlet Witch's Darkhold-reading is interrupted by her children calling out for her. Considering Tommy and Billy's legitimacy as "real" children within the Hex was questionable, their eventual return to the MCU was already presumed to be tied to the multiverse opening up. And so as soon as He Who Remains' death pops the cork on the multiverse, Tommy and Billy were right there (somewhere) waiting to be rescued.
While it would be fantastic to also be able to sync things up time-wise for those two moments, they really don't in any meaningful way that I could surmise, and as far as syncing up the overall runtime goes, Loki is fully over before by the time WandaVision's credit scene happens. However, this theory could also add further meaning to the way He Who Remains foreshadowed future events with his line to Sylvie: "See you soon." That could easily also be tied to Wanda seeing her children again, presumably somewhere within Doctor Strange in the Multiverse of Madness and also presumably in scary ways, without a lot of suspended disbelief.
Granted, this line of theorizing would admittedly be very hard to "prove" outside of someone on the creative team speaking directly to it being real or not. Or if a future MCU project gives audiences a look at what all the other important Marvel characters were doing right when the multiverse snapped into existence. But it's fun to believe it's all connected even if it wasn't fully intended, much like how Loki's finale matches up with Se7en, even if it wasn't purposefully set up like that.
Fans can continue to try and make connections happen, as both WandaVision and Loki are available to stream in full on Disney+.