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I'm trying to decide which game to play next (only played the first game), and while I could go in order, I don't mind jumping around a bit so long as I'm not missing any major plot connections.

So my question is: Which games if any have connected plots/storylines? Are there any suggested order for playing through them?
This question / problem has been solved by Bookwyrm627image
In a very broad sense, the games tell the evolving story of Sorceria/Britannia. Each game stands alone just fine, but some of the later stories have some back story set up from previous games.

For example, the first game has you stopping the evil wizard that threatens the land.

The second game features the evil wizard's vengeful apprentice/lover. You have to stop her.

The third game kinda/sorta features their spawn, or minion or something. I don't remember the exact explanation.

For the fourth game, the Age of Darkness has passed. There isn't some great evil trying to overtake the land. Instead, you seek to become a living example of the Virtues.

In the fifth game, a new leader is corrupting the people by abusing the virtues.

The sixth game has you dealing with the fall out of your success in the fourth game.
The first two games were made when Richard Garriott hadn't really thought through what he wanted the series to be. As a result, you have all sorts of weird stuff that isn't present in later games, like laser guns, aircars, and space travel. Those elements disappeared completely as the series progressed; Ultima 3 has very little technology, but still has a world map unlike that of later games. There are a few references to Mondain/Minax/Exodus later in the series, and Serpent Isle's map is based off one of the continents of Ultima 1.

Ultima 4 is really when the series starts to become coherent, in a sense. You have many aspects that would be carried forward to future games, including the world map (used in all later Ultimas that take place in Britannia), the towns, and the virtues, principles, and mantras. Hence, one could argue that Ultima 4 is really where the series begins for real. (With that said, I think I might prefer 3, as 4 introduced the need for reagents to cast spells, and it has fewer races, classes, and genders than 3; 3 has 5 races, 11 classes (which at least look balanced on paper), and 3 genders, while 4 only has 1 race (Human), 8 classes (which are not balanced even on paper), and 2 genders. 5 reduced the number of classes to 4, 6 only has 3 classes available to party members, 7 got rid of classes, and 8 got rid of the gender selection.)
The above answers focus on the early games in the series. Here are the plot connections for the later games (6 and beyond):

Ultima 6 is basically stand alone. However, later games (notably 7 and 9) spoil the main plot of this, if you've managed to avoid spoiling it already.

Ultima World of Adventure Savage Empire and Martian Dreams are mostly unconnected to the other games, but Martian Dreams takes place after Savage Empire and has some minor connections to the former.

Ultima Underworld is stand-alone.

Ultima VII: The Black Gate does not connect to anything prior, but introduces the Guardian, who is the the common villain for the rest of the series.

Ultima Underworld 2 takes place after Ultima VII and includes some common characters in the castle. It contains some minor spoilers for the U7 events in dialog with those characters.

Ultima VII: Part 2 takes place after Ultima VII and attempts to directly continue the plot.
Ultima VIII: Pagan takes place DIRECTLY after U7:P2, but aside from the ending/intro link, the game plot is mostly disconnected.
Ultima IX takes place after Pagan, but somewhat botches the link. Plot threads are a bit of a mess, but they do attempt to link to the other Guardian-era games. This also spoils a major event in U7:Part 2, so it should be played after that one.

So, to summarize:
If you haven't spoiled U6, play it before U7 or U9
Play U7 Part 2 after U7
Play U9 after U7 Part 2

Playing UW2 after U7, and Martian Dreams after Savage Empire is probably a good idea too. The rest can be played in just about any order.
Post edited December 17, 2017 by Zerker
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Zerker: Ultima IX takes place after Pagan, but somewhat botches the link. Plot threads are a bit of a mess, but they do attempt to link to the other Guardian-era games. This also spoils a major event in U7:Part 2, so it should be played after that one.
From what I have read, Ultima 9 actually contradicts other entries in the series. For example, there's apparently an object on display in a museum that was clearly destroyed earlier in the series.
Thanks to everyone for the responses, this is super helpful!
I played the later parts of the series in order, and that served me very well. In fact, after playing all of them (main series, no offshoots) I wouldn't want to play them any other way. I started with VI, and went in order. Whether or not you play the ones before that is up to you, but I see no reason not to keep the order wherever you do start. Also, while I agree with the long post above in general, don't skip VIII (Pagan). It's an incredible game, and even though it's in a different place, with a different structure, different ideals, etc. that doesn't detract from the game that it is. It actually ties in decently well overall. It's just a bit different.
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Zerker: The above answers focus on the early games in the series. Here are the plot connections for the later games (6 and beyond):

Ultima 6 is basically stand alone. However, later games (notably 7 and 9) spoil the main plot of this, if you've managed to avoid spoiling it already.

Ultima World of Adventure Savage Empire and Martian Dreams are mostly unconnected to the other games, but Martian Dreams takes place after Savage Empire and has some minor connections to the former.

Ultima Underworld is stand-alone.

Ultima VII: The Black Gate does not connect to anything prior, but introduces the Guardian, who is the the common villain for the rest of the series.

Ultima Underworld 2 takes place after Ultima VII and includes some common characters in the castle. It contains some minor spoilers for the U7 events in dialog with those characters.

Ultima VII: Part 2 takes place after Ultima VII and attempts to directly continue the plot.
Ultima VIII: Pagan takes place DIRECTLY after U7:P2, but aside from the ending/intro link, the game plot is mostly disconnected.
Ultima IX takes place after Pagan, but somewhat botches the link. Plot threads are a bit of a mess, but they do attempt to link to the other Guardian-era games. This also spoils a major event in U7:Part 2, so it should be played after that one.

So, to summarize:
If you haven't spoiled U6, play it before U7 or U9
Play U7 Part 2 after U7
Play U9 after U7 Part 2

Playing UW2 after U7, and Martian Dreams after Savage Empire is probably a good idea too. The rest can be played in just about any order.
Calling 6 standalone seems to be a stretch, the 'enemy' in that game is only a threat because of what you did in earlier games. There is also a brief but rather strong connection to the original trilogy.

Black Gate (specifically the Forge of Virtue expansion) is technically connected to 3, if only in setting.