Pllying order:
KH 1.5+2.5 Collection:
KH Final Mix (2002)
KH Re:Chain of Memories (2004)
KH2 Final Mix (2006)
KH 358/2 Days (2009) [Cutscene movie]
KH Birth by Sleep Final Mix (2010)
KH Re:Coded (2011) [Cutscene movie]

KH 2.8 Collection:
KH Dream Drop Distance HD (2012)
KH X Back Cover (2017) [Movie]
KH 0.2 A Fragmentary Passage (2017)

KH3 + ReMind DLC (2019-2020)
KH Union X (2016-2021) (Shutdown mobile game, cutscenes only) [KHUX Cutscene Playlist] / [Fandub of KHUX Part 1] [Fandub of KHUX Part 2]

KH Melody of Memory (2020) (Rhythm game) [KHMoM Cutscenes]
KH Dark Road (2020-2022) (Mobile game) [KHDR Cutscene Playlist]

Upcoming Unreleased Games:
KH Missing-Link (Mobile game)
KH4
Copy from Reddit @ZeroSora

The ENTIRE series (In so far as the universe everyone knows, commonly called the "Trails" universe) is:

Trails in the Sky (FC, SC, Third) (PC, PSP (1-2 officially, 3rd with a fan-patch), Vita (All with Fan-patch))

From Zero/to Azure (PSP (Fan Patch), Vita (Fan-Patch), PC, Switch, PS4)

Cold Steel (1-4) (Vita (1-2 only), PS4, Switch (3-4 only in the west; Fan Patches exist for 1-2), PC)

Reverie (Switch, PS4, PC)

Through Daybreak (Not released yet) (Switch, PS4/5, PC)

- Copy from Reddit @FurbyTime