My theory is that they are actually a spiritual (no pun intended) trilogy of movies that take place in reverse chronological order in which they were released.

"Frankenweenie", released most recently, is the first volume. It tells the story of Victor as a child. He resurrects his dog when it dies, and the experiment is so successful that his dog's spirit lasts through the next two movies.
"Corpse Bride", released in 2005, the chronological second volumee, is Victor as an adult. His dead dog is just a skeleton now, but because Victor resurrected him he's still around.
"Nightmare", the first movie released, is the chronological last movie. It shows Victor after he's died and entered the spirit realm. Having lost his old identity and name, he assumes the responsibility and identity of Jack Skellington, and his dog takes the form of a ghostly sheet dog (including a new name) since nothing remains of his old body, not even the bones, but the experiment Victor performed means that his spirit survives.

2spooky