This was in an interview with the creators of "Welcome to Night Vale" but it's interesting how it could (and should!) be applied to other shows.
Time Out New York: The world of Night Vale seems to expand a little bit with every episode. Is continuity something you guys think about a lot?
Joseph Fink: The first time Jeffrey and I sat down to talk about the show, I said, “I feel like we can do anything with this show—like, we can get as weird as we want—as long as we have very strict continuity.” Because then you’re building a world, and it’s a world that people can believe in. It doesn’t matter how weird that world is and what the rules are, as long as they’re consistent. I think it’s helped people feel more at home, because it feels like a real place, even if the rules make no sense.