The Worlds of Final Fantasy, Conected or not and if so, how?

[RomildaRayne]

All speculation, and, as source materials such as the Ultimania guides and interviews with SE's past and present FF development team members such as Hironobu Sakaguchi have proven beyond all doubt, each FF world is independent of the other - they each take place in their own separate universe (or, in FFV's case, three universes!).

Except that FFVII and FFX share a universe; the Al Bhed named Shinra's descendents eventually leave Spira and use the technology he was developing for use on the Farplanes to create the Mako Reactors and harness the Lifestream. This is stated in Final Fantasy VII Ultimania Omega and Final Fantasy X-2 Ultimania.

The Depths of the True Moon in Final Fantasy IV: The After Years, which unlike the optional dungeon in Final Fantasy IV's re-releases cannot be considered non-canon, is also a veritable boss rush of enemies from Final Fantasy I to Final Fantasy VI summoned by the Creator.

To be clear, I don't agree with the above speculation, but the Final Fantasy Universes are connected to an extent.