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This is a "Wild Mass Guess" entry, where we pull out all the sanity stops on theorizing. The regular entry on this topic is elsewhere. Please see this programme note.
Wild ARMs
Most dogs are avatars of Luceid.
There's a dog in every village Alter Code F, and they each have their own design. The old adage applies; if it has its own art, it's probably important. In Wild ARMs XF, it's revealed the player; but not the characters that Tony the dog is Luceid. They all are. They don't all have power; or the same affinity (since Desire is different for everyone.)

Word of God is wrong, and the games (and anime!) take place on seven different planets.
All right, this is mostly fanwank, but isn't that one thing WMG pages are for? Filgaia (or, rather, Falgaiya or whatever the anime's Blind Idiot Subtitling eventually decided to call it) in Wild Arms: Twilight Venom is explicitly stated to be an Earth colony gone rogue. Advanced 3rd's Filgaia is supposed to have been colonized by people fleeing Terra. "Filgaia" itself isn't a perfect translation - "Fargaia" is also used, apparently interchangeably. Now, what would be a good name for a dispersal of humanity across the sea of stars? The Far Gaia Initiative, or something like that.
Alternately, the numbered games take place in exactly two timelines.
The key is the "Four Witches" In-Game Novel. Kain in it came from the time of Hauser Blackwell, a world in which the empire he encounters in the past was only defeated by a rebellion containing a version of the Wild ARMs 1 main characters, after an Enemy Mine situation against the Metal Demons. Emma Hetfield's researches in this time line led to the age of golems, and thus eventually to the Veruni emigration; also, Wild ARMs 5's TF system is related to the Marduk project of Wild ARMs 4. Kain's travels led to the timeline of the first three games, which happened approximately in order. The version of history given at The World's Footprint in Wild ARMs 3 is just mildly misinterpreted, mixing together events that happened centuries apart.

Every game takes place on a different version of Filgaia, but the events of every game happen on every Filgaia
In any given game, the events of every other part of the series did/will happen, but only in Broad Strokes terms. The original Playstation Wild ARMs 1 and Alter Code F are an example of how the same events pan out on different Filgaias. This theory satisfies both versions of Word of God- the same planet is destroyed over and over again, but we see it happen to a different planet every time.

Ragu o Ragla is immortal and will eventually destroy the world
According to Word of God, all of the Wild Arms games take place on the same Filgaia yet each game has Ragu o Ragla to fight. Meaning that the Eldritch Abomination is either immortal and keeps reviving or there's more than one and they keep coming to Filgaia and somehow get sealed. Either way, it's going to eventually wake up, go on a rampage on Filgaia and destroy the world.
  • So? Destroying Filgaia and rendering it a near-uninhabitable wasteland for a period of centuries to millennia happens so often you probably need to take a number and wait your turn to do it.

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