This question came up a while ago on another board I visited, so I wondered what you think. Here's the "proof" mentioned:

If you study the maps, it looks like the continents have drifted between the games (can't see that myself tough).

The first FFs have crystals. In FFV (SPOILER)those crystals are destroyed and aren't seen again (again, I can't confirm this since I haven't played ALL FFs).

The obvious same species/names/jobs/artifacts/summons.

There might have been some arguments that I forgot...

Personally, I don't think they're set in the same world. What do you think?