I suppose that all movements in a particular symphony are interconnected through in some way but my favorite symphonies are those in which one movement foreshadows or points back to another. Dvoraks 9th is a prime example. Clearly in the 4th movement, the themes from the 1st and 2nd movement can be heard.
What are some other symphonies in which this foreshadowing or flashback occurs? Perhaps it may even occur between multiple symphonies of a particular composer.