Or Breath of Fire where the only real connection is the hero's name & connections to the Dragon clan...or Dragon Quest, which sorta kept the same world for a while...Phantasy Star kept the same world as well...I think Seiken Densetsu also kept the same world...the Mother/Earthbound series doesn't seem to keep anything really besides the villain's name & some similar themes, I think...idk wtf the SaGa series connects with one another...
Okay, breath of fire is weird. As far as I know, BoF1-3 take place in the same world, and Ryu is various incarnations of the same guy. 4 and 5 may or may not take place in the same world.
Dragon Quest can be divided into two main arcs -- the Loto and Zenithian arcs. DQ1-3 have very direct story connections. I don't know much about 4-6. We'll see as they get remade. 7 and 8 are definitely in their own little worlds. The DQM games are generally side stories to other DQ games.
Mother 3 and Earthbound are very directly connected from everything I've heard. Mother 1 is connected, too, but in a much vaguer way that nobody really understands, and it's possible Earthbound is a remake of Mother 1's story.
Seiken's also weird. SD1 and 2 share the same world, with SD2 being a prequel, vaguely, to SD1. SD3 may or may not be in the same world. Heroes of Mana is a direct sequel to SD3, apparently. Legend of mana is its own world. I have no clue where Children and Dawn fit in.
SaGa, like final fantasy, doesn't share connections.
And then all of the Zelda games do fit into some timeline in the same world except Miyamoto is being a jerk and not telling anyone.