Quote Originally Posted by Werecanary
Final Fantasy games were unrelated until the merging Square+Enix (April 2003 id I remember correctly). After the merging the policy changed, so we had FF X-2 , Dirge of Cerberus and all that comes with it. That's what I know so far...
Final Fantasy X-2 was in production before the merger took place. And for that matter, Kazushige Nojima, the Scenario Writer of X, and Co-Scenario Writer of VII and X-2 had it in mind that the worlds of VII and X/X-2 would be connected by storyline before the merger, though Square has yet to expand on those ideas.

Further, 1994 had Final Fantasy: The Legend of the Crystals, an Anime sequel to Final Fantasy V. It's even arguable that Final Fantasy VIII is a distant sequel to Final Fantasy III. Sequels/connections aren't anything new to the series.