[voltron]

Hmmm...not really sure what to think, and then there's also Do It Again & Sweet Season, which both end very mysteriously.

Using just these three, I'm thinking maybe something like:
Virgin Road - Love Song - Last Angel

Virgin Road is their past together -- they fall in love, get married, rob a bank and get a lot of money.
Then we move to Love Song -- with all the money they stole, they have a nice place in the city, and live a glamorous life. We see Ayu leaving Mannie, but we're not sure why. She's running out, and gets caught in the midst of this robbery and dies. She's upset the whole time and starts thinking that the robbers are like she and Mannie, and in her mind pictures them to be one in the same.
Which brings us to Last Angel -- where we see the back story that Ayu left because Mannie cheated. They've been running for a long time, looking at their backs because the police have been trying to find them for robbing the bank. At the end, we realize that Ayu has died in the shooting, and she imagines Mannie in his suit coming to save her in her wedding dress. Her going to "heaven" is restoring their relationship to how she fondly remembered it, as in Virgin Road.
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Then, maybe Sweet Season and Do It Again are related.

Sweet Season was Ayu's life before, she was happy. Then something went wrong in the world, and it turned into a war zone. At the end of Do It Again there's a bright light that reminds Ayu of her past life in Sweet Season. She's reliving the Sweet Season memory, and goes back to that pool to relive her memories, and falls asleep. Then she wakes up and realizes the world has gone to crap and she's lonely and sad again.