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Some how I see everything tying back into the previous seasons. The "Pandora's Box" that Henderson is talking about has to be some kind of conspiracy that goes up to the highest levels of the U.S. government. It has been going on for some time and has tentacles into everything. Nina Myers was involved (remember she told Jack before he capped her that she still had "valuable information") although Walt Cummings was just a pawn and didn't realize it. The nuclear bomb plot in Season Two was part of it (remember who was actually behind it) and the events of Season Four were being manipulated by someone we never saw but Marwin referred to as "The Emir".

You're assuming the writers have some sort of master plan to tie all of these seasons together, when they don't even have a master plan for each individual season.

Not so much a "master plan" but one basic idea that each season then ties back into.

They might not have even had it when the show started but developed it as the show progressed.