Complex life cycles are common in free-living and parasitic organisms alike. The adaptive decoupling hypothesis postulates that separate life cycle stages have a degree of developmental and genetic autonomy, allowing them to be independently optimized for dissimilar, competing tasks. That is, complex life cycles evolved to facilitate functional specialization. Here, I review the connections between the different stages in parasite life cycles. I first examine evolutionary connections between life stages, such as the genetic coupling of parasite performance in consecutive hosts, the interspecific correlations between traits expressed in different hosts, and the developmental and functional obstacles to stage loss. Then, I evaluate how environmental factors link life stages through carryover effects, where stressful larval conditions impact parasites even after transmission to a new host. There is evidence for both autonomy and integration across stages, so the relevant question becomes how integrated are parasite life cycles and through what mechanisms? By highlighting how genetics, development, selection and the environment can lead to interdependencies among successive life stages, I wish to promote a holistic approach to studying complex life cycle parasites and emphasize that what happens in one stage is potentially highly relevant for later stages.