Almost all FF games are in a shared universe, but a few are in a shared world.
Final Fantasy Tactics, Advance, Advance 2, Final Fantasy 12 and FF12 Revenant Wings all exist in a world called Ivalice.
FFX and FFX-2 (that's Ten Two, not Twelve) exist in a world called Spira.
Other than that I think they're pretty much all isolated.
Zeldas are the same story.
Ocarina of Time and Majoras Mask are one "series", Wind Waker, Phantom Hourglass and Spirit tracks are another "series", Oracle of Ages and Oracle of seasons are a series.
the Four Swords games look like they also exist within a shared world
other than that, they're all pretty much 100% self-contained
Final Fantasy Tactics, Advance, Advance 2, Final Fantasy 12 and FF12 Revenant Wings all exist in a world called Ivalice.
FFX and FFX-2 (that's Ten Two, not Twelve) exist in a world called Spira.
Other than that I think they're pretty much all isolated.
Zeldas are the same story.
Ocarina of Time and Majoras Mask are one "series", Wind Waker, Phantom Hourglass and Spirit tracks are another "series", Oracle of Ages and Oracle of seasons are a series.
the Four Swords games look like they also exist within a shared world
other than that, they're all pretty much 100% self-contained