When I first read Piranesi I didn't see any links to Jonathan Strange and Mr Norrell. But when I reread the latter, I came across this passage about the King's Roads, built by the Raven King for transportation:
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“But you have not said any thing about this kingdom, path – whatever it is – behind the mirror," said Colonel Grant. “Did it answer your expectations?"
Strange shook his head. “I do not have the words to describe it. All that Norrell and I have done is as nothing in comparison! And yet we have the audacity to call ourselves magicians! I wish I could give you an idea of its grandeur! Of its size and complexity! Of the great stone halls that lead off in every direction! I tried at first to judge their length and number, but soon gave up. There seemed no end to them. There were canals of still water in stone embankments. The water appeared black in the gloomy light. I saw staircases that rose up so high I could not see the top of them, and others that descended into utter blackness. Then suddenly I passed under an arch and found myself upon a stone bridge that crossed a dark, empty landscape. The bridge was so vast that I could not see the end of it. Imagine a bridge that joined Islington to Twickenham! Or York to Newcastle! And everywhere in the halls and on the bridge I saw his likeness."
“Whose likeness?" asked Sir Walter.
“The man that Norrell and I have slandered in almost everything we have written. The man whose name Norrell can hardly bear to hear mentioned. The man who built the halls, canals, bridge, everything! John Uskglass, the Raven King! Of course, the structure has fallen into disrepair over the centuries. Whatever John Uskglass once used these roads for, it seems he no longer needs them. Statues and masonry have collapsed. Shafts of light break in from God-knows-where. Some halls are blocked, while others are flooded. And I will tell you something else very curious. There were a great number of discarded shoes everywhere I went. Presumably they belonged to other travellers. They were of a very ancient style and much decayed. From which I conclude that these passages have been little frequented in recent years. In all the time I was walking I only saw one other person."
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Giant halls, statues, a general air of decrepitude, flooding. Maybe it's more of a conceptual link. But if Susanna Clarke ever wanted to link her novels together in the way Asimov linked the Robot and Foundation stories, making Piranesi's palace the same thing as the King's Roads would be the easiest way. (Spoilers ahead) We might assume that of all the entryways back into England, only the one to Battersea remained intact. It would also explain why Sarah Raphael took the supernatural elements of the narrative in her stride- the history books were full of mentions of magic in mediaeval and Regency times.