With the exception of sequels and a couple of others, they are NOT related.
Final Fantasy X and X-2 are related to Final Fantasy VII. It seems that the world of X is the world of VII many years back in time.
Tetsuya Nomura (the creator of these two series) gives many hints to support this such as the lifestream and Shinra.
Shinra in Final Fantasy X-2 speaks of one day harvesting the energy of the planet, which is what happens later in Final Fantasy VII with the Shinra Electric Power Company.
It also seems that the world of Ivalice links Final Fantasy XII with Final Fantasy Tactics (and its iterations) together, there is also speculation that Vagrant Story fits somewhere into that timeline. An exception to this is possibly Final Fantasy Tactics Advance, seeing how the world of Ivalice created is a dream-world based on the other FF Tactics.
also final fantasy 8 is apparently (i think) 100 years after the events of final fantasy 7 even though the maps are totally different
Actually, there are many aspects in Final Fantasy series that are seen multiple times, although the storyline itself is not connected. For example, the famous animal chocobo (among many others) is a popular chicken-like creature that has been portrayed in every Final Fantasy series. There are also some other mythical creatures (such as Ifrit) that has been seen in some, but not all Final Fantasies, and is often summoned to serve the players. There are also variety of items that has been duplicated throughout the series such as the dark matter. Still, there are also magics that have been seen in multiple Final Fantasies, like the Mighty Guard.