Just a theory which I thought up, which I haven't been able to find anywhere else. Apologies if I didn't see it, but as I couldn't, thought I'd post it here. Also, spoilers for Snapshot and all three Legion books.
I think Legion and Snapshot share the same universe. I haven't been able to discuss this much, as I don't know anyone who's read both, but I think it has quite a bit of grounding. Here's the evidence, from least compelling to most:
Both present or near future. No widespread crazy powerful tech.
Both have something or someone who can recreate an area a time in the past
In Legion, the tech is not accurate, and just a photo, but could have been developed until Snapshot to be an all-encompassing are at a specific time
In Snapshot, the thing is part of the big machine which is apparently powered by a person, but it could be tech, not the person
An almost uniquely powered individual who has the ability to manifest multiple external consciousnesses, which is made more powerful by VR
The woman in Legion is named Sandra and has the same condition as Stephen Leeds, but it is more developed
The person in the machine is the only powered individual we know, and the only people we know in Legion with powers are Stephen and Sandra
Sandra submits to a corporation to be free of her powers/condition, the corporation sold the machine to the government, hence why such powerful human being trapped in the machine is so docile
"dupes" in the snapshot have consciousness, or a perfectly close approximation, as we know by the narrator having full cognitive capability, so possibly they are forced to be Sandra's aspects as perfect imitations of their real past selves
machine explained as simple matter creation, this can't be true, as the police badges work in weird ways with the people, not allowing for simple physics, VR is a perfect explanation
There is probably something in Sanderson's intro which makes this obvious, or its been outright said and I missed it, but I didn't see it on the Wiki, so I hope you enjoy my theory.