Lets try this again, timeline wise (vaguely, at least)

Final Fantasy I was released in America for the NES as Final Fantasy I.
Final Fantasy II was not released in America.
Final Fantasy II was not released in America.
Final Fantasy IV was released in America as Final Fantasy II
Final Fantasy V was not released in America
Final Fantasy VI was released in America as Final Fantasy III
Final Fantasy VII was released in America as Final Fantasy VII.

Yes, Final Fantasy VI is the one with Terra and Locke. If you buy it for the SNES, the title is Final Fantasy III for Americans.