Although it is not all that spectacular, since it does not really relate two different fields of mathematics, it has always been surprising to me that the gradient flow equation for the Chern-Simons functional on a (closed, oriented) 3-manifold $Y$ turns out to be the ASD(=Yang-Mills) equation on the cylinder $Y\times\mathbb{R}$.

The next thing is not really a connection, but definitely one of my favorite surprises in mathematics. By the work of Michael Freedman, the classification of closed, oriented, simply-connected topological 4-manifolds is basically equivalent to the classification of unimodular, symmetric bilinear forms (uSBFs) over the integers. As nice as this is, it comes with the grain of salt that the classification of uSBFs is not an easy task. Specifically, the classification of definite uSBFs is a hard problem and far from being solved.

And now comes the surprise: Simon Donaldson tells us that if we look at smooth 4-manifolds, then the only definite uSBFs that can occur are the trivial ones!