There's a well-known British game show called Only Connect, which tests your ability to come up with the connections to things which are very hard to relate.
One of the staples of the show is the Connect Wall, in which a grid of sixteen words and names is given, each of which fits into one of four clearly defined categories, with four words per category. The words in each category are jumbled up into the grid, and contestants generally have 2 minutes and 30 seconds to figure out what the groups of words are.
An example of such a wall might be this:
What are the four groups of words, and the four categories that connect them?
Beware of red herrings! A group of four words that appear to be related might actually belong to separate groups if you find the remaining groups don't make any sense. And there may be five or six words that appear to be in a group but actually one of them is in a different one.
If you're going to put anything behind spoilers, leave the word groups exposed but hide the category explanations.
Note: the puzzles on the actual Only Connect game show generally have a British bent to their themes; this one has a North American, and possibly slightly Canadian bent — for you British folk that are familiar with this format, beware that this might make it harder for you.