Final Mix is a Japanese-only expanded version of the numbered games, I and II. Basically, they have additional content, and additional hints toward sequels. Suffice it to say, no they are not coming to the West, yes, you are an idiot if you even began to wonder if it could be true, and no, we do not condone illegal sharing of intellectual property at EoFF. However, we do endorse (or are endorsed by) Google. Please use it.

That being said, the series follows as such:
KHI --> KHI FM
KH: CoM --> KH Re: CoM
KHII --> KHII FM+
*insert planned games here*