Major spoilers follow, obviously.
Many fans, including me, admire how well the end of Rogue One connects to the beginning of A New Hope. But if you think about it, the end result doesn't quite make sense. This isn't necessarily the fault of the writer or the director; the canon they were working with doesn't totally add up either.
In Rogue One, we see Bail Organa imply to Mon Mothma that he'll send Leia ("I trust her with my life") to pick up Obi-Wan Kenobi on Tatooine. Presumably he chose Leia for this mission because Obi-Wan knows who she really is and that will convince him to come out of hiding. It's also a chance to reunite with her brother, Luke. Bail then goes to Captain Antilles and says "I have a mission for you..."
This is canon. In Leia's hologram message to Obi-Wan in A New Hope, she says, "My ship has fallen under attack and I'm afraid my mission to bring you to Alderaan has failed." The Death Star plans were never part of her mission. Nor should they have been, because no one person or ship should have been responsible for two such crucial tasks.
After Bail settles on Leia for the mission, Admiral Raddus decides to join Rogue One's mission to Scarif. The radio guy tells Mon Mothma about it on Yavin IV. We see X-wings scrambling to join the fight, and C-3PO comments on it to R2-D2.
So, at this moment, we can assume Raddus's flaghship is at Scarif. The droids and Antilles are on Yavin IV. And Leia is on Coruscant, perhaps? That's where the Imperial Senate is. We haven't seen her or heard mention of her, so it seems she's not at the main base on Yavin IV. Even if she's en route to Yavin IV, she's not there yet.
So how do all three parties end up on Scarif? One would think that Antilles would bring the droids onto his corvette—Bail told him to take care of the droids at the end of Revenge of the Sith—and then pick up Leia, wherever she is. His mission, and hers, was to travel directly to Tatooine. Why would she end up at the battle at Scarif? Why would Bail, or Antilles, or Leia herself want her to be there?
Whatever their plan was, even that plan failed, because Raddus's flagship was disabled. And he was the only one to receive the transmission of the plans. Luckily, Antilles's ship just happened to be docked to it, with Leia aboard, and could escape before Vader could stop it. But why was Leia's ship docked there in the first place?
Consider the beginning of A New Hope. Captain Antilles and Leia both give Vader the cover story that they're on a diplomatic mission to Alderaan. I'm not sure how you can be on a diplomatic mission to your home planet that's part of the Empire. Maybe Alderaan was in open rebellion, and Leia could pose as a "loyal" senator sent to negotiate with the planet's leaders. Either way, Vader knew they had been at Scarif, and Antilles and Leia probably knew that he knew.
I'm guessing that, as their fate became clear, Leia and Antilles agreed to a cover story that kept Tatooine out of it. Vader knew about the plans; he didn't know about Obi-Wan. And their idea worked: Vader pressed them on the plans but he left Tatooine alone, never setting foot on the planet.
I'm not the only one thinking about this; there's a long discussion about the film's ending on Reddit.
So... do both movies make sense? Do they connect to each other? Stretch out with your feelings in the comments.