There is no connection between the GOG-published and the Hasbro-Published DND games. Storywise, Dark Sun, Krynn and Ravenloft are independent of each other as while they were based on the same rules (ADND 2nd Edition), they each use a different setting.

So it's really just play whatever whenever, aside maybe from the three collections of Forgotten Realms? (I've seen posted here somewhere an ideal order in which to play those I think...)

Thanks!

The 1st Forgotten Realms collection includes the three Eye of the Beholder games, so you'd probably want to play them in order, while the 3rd Forgotten Realms collection's games are stand-alone. As for the 2nd collection, it contains 8 games:

Curse of the Azure Bonds
Forgotten Realms Unlimited Adventures
Gateway to the Savage Frontier
Hillsfar
Pool of Radiance
Pools of Darkness
Secret of the Silver Blades
Treasures of the Savage Frontier

From those, Forgotten Realms Unlimited Adventures and Hillsfar are completely independent, while the other six form two series:

Pools series
1. Pool of Radiance
2. Curse of the Azure Bonds
3. Secret of the Silver Blades
4. Pools of Darkness

Savage Frontier series
1. Gateway to the Savage Frontier
2. Treasures of the Savage Frontier

Thank you kindly Grargar. I'm just going to print that response and tape it to my wall. So many games. Talk to you in about 4000 hours. :)

Actually I think you can play those in any order you like. I don't remember their stories being connected. Or was it possible to transfer your characters from one game to the next? I don't think I did that though. EOB2 is often regarded as the best part of the series, with EOB3 being the weakest one.

As for the Hasbro games, BG2 directly continues the story of BG and you're expected to use the same character. IWD2 does not directly continue from IWD and I think you're supposed to create a new party, but you will visit familiar places and meet characters from the first part. It's similar for Neverwinter Nights; the story of NWN2 has nothing to do with that of NWN, but since part of it takes place in Neverwinter again, the events of NWN will be referenced as recent history and you will meet a few characters from NWN. I think you don't necessarily need to play the IWD and NWN series in order though, if the sequels look more appealing to you.

All the other Hasbro games are standalone.

You remember wrong. :)
Eye of the Beholder 2 continues right after the first Eye of the Beholder and Eye of the Beholder 3 continues right after Eye of the Beholder 2 and you can import your party from the first game all the way to the third game.

You can import characters from Curse of the Azure Bonds (and maybe also Pool of Radiance - I can't remember) into Hillsfar, and, after completing it, reimport them into CotAB.

I see.

Which of the D&D games use rules other than 2nd Edition? I've been looking for an answer to the above question and think I just saw that you can go from Pool to Hillsfar, but not from Hillsfar to Pool.

Ok, I stand corrected then. :)

Still, for the story it wouldn't really matter, and I think it would work just as well if you play them out of order and create a new party for each episode, wouldn't it? The downside is probably worse equipment, if the games allow you to keep the stuff from the previous episode(s).

3.0
Icewind Dale 2
Neverwinter Nights

3.5
Neverwinter Nights 2
Temple of Elemental Evil

The rest are either 2nd Edition or not trying to adapt the DND rules (Demon Stone and Dragonshard).
Sure, you could even go ahead and play the 3rd one right off the bat. :P

OK, cool. I was curious if some came in before 2nd edition. Thanks for all the clarification!

The Gold Box games are 1e AD&D.

Not quite true.

The Gold Box games (Collection 2 and the Krynn series) are actually based on *1st* edition, complete with things like the 1st edition ranger (which gets d8 hit dice and both druid and magic user spells), the strange 1e Heal spell (heals all but 1d4 hit points), and the sexist rule about female strength (female characters have a lower strength cap than male characters, and they get nothing in return to balance the penalty). No game to my knowledge implements the 1e Druid or Bard, however. (The 1e Bard would have been interesting to see in a computer game, especially since it is very different from the Bards of later editions.)

The Dark Sun games, while 2e based, are the only games (to my knowledge) to implement the psionics rules. They are also the only ones to implement double dual classing.