Yeah as I said, around the Final Fantasy XIV setting is the interdimensional Rift. A sort of middle ground between the various settings. It is hinted that X and VII share the same universe (with X being in the past), and IV The After Years hints that the four elemental crystal set up of several early games was planted by the same creature. But generally the only way to connect is via the rift. Shantotto does it on purpose all the time. Gilgamesh does it regularly but most likely by accident, Omega is also traveling the rift while Shinryu (or rather A shinryu) actually lives in the rift. Dissidia FInal Fantasy and it's sequels and spinoffs are actually set in the rift. Cloud showed up in Tactics, Lightning and Iroha were dropped here for a time, so it is possible to travel. However one game never featured more than one setting. So if the Ivalice raid will be the actual Ivalice, that will be a first.
EDIT: There seems to be a confusion here between the Void and the Rift. The void is like hell and some settings have it, some settings don't. It is not the same as the rift. In fact the Void of FFV was sealed inside the Rift. The Void of FFXIV is the former thirteenth fragment, the homeworld of Unukalhai, where the Ascians turned everyone over to the dark side.
