The third season doesn`t have a particular story behind everything (like "Valkyrie Ghost" in the second season). It just tells 6 stories about the life of Kazuto & Co. with some additions: Raine and Chorus get a house on earth, the last three Valhalla princesses each get an episode, and in the last episode Kazuto and Valkyrie, who in the same episode managed to stay adult, >try< to marry again. (Source: ANN)

The strange and magical events of the last season have left Kazuto with two Valkyries. He now finds himself living with and looking after both a teenaged-princess Valkyrie, as well as the child-princess Valkyrie! And they still have not yet gotten married... (Source: AniDB)

Ai yori Aoshi: Enishi - Miyuki is a 16 minute Christmas special set before the beginning of the first season. Based on manga chapters 43-44 and would also fit as episode 21.5 of the first season.

The second season of .