Final Fantasy (NES)
Final Fantasy II (JPN, NES)
Final Fantasy III (JPN only, NES)
Final Fantasy IV (Released in US as FFII, SNES)
Final Fantasy IV: The After Years (Wiiware, sequel)
Final Fantasy V (SNES JPN only?)
Final Fantasy VI (released in US as FFIII, SNES)
Final Fantasy VII (PS1)
Final Fantasy VII: Crisis Core (PSP, prequel)
Final Fantasy VII: Dirge of Cerberus (PS2, sequel)
Final Fantasy VII: Before Crisis (phones, prequel)
Final Fantasy VIII (PS1)
Final Fantasy IX (PS1)
Final Fantasy X (PS2)
Final Fantasy X-2 (PS2, sequel)
Final Fantasy XI (PS2, PC. Online MMORPG)
Final Fantasy XII (PS2)
Final Fantasy XII: Revenant Wings (DS, sequel)
Final Fantasy XIII (PS3/360)
Final Fantasy Versus XIII (PS3; not released)
Final Fantasy Agito XIII (PSP, not released)
Final Fantasy XIV (360/PS3, online MMORPG, not released)
Remakes:
Final Fantasy Origins (contains FF1&2, PS1, US & Europe)
Final Fantasy Chronicles (contains FF4 & Chrono Trigger, PS1, US only)
Final Fantasy Anthology (contains FF5 and 6, PS1, US only)
Final Fantasy Anthology - European (FF4&5, PS1)
Final Fantasy VI (PS1, Europe only)
Final Fantasy: Dawn of Souls (FF1&2, GBA)
Final Fantasy IV: Advance (GBA)
Final Fantasy V: Advance (GBA)
Final Fantasy VI: Advance (GBA)
Final Fantasy III (DS)
Final Fantasy IV (DS)
Side-games:
Final Fantasy: Dissidia (PSP)
Final Fantasy Tactics (PS1)
Final Fantasy: Tactics Advance (GBA)
Final Fantasy Tactics A2: Grimoire of the Rift (DS)
Final Fantasy Tactics: The War of the Lions (PSP, was PS1's FF: Tactics port)
Final Fantasy Crystal Chronicles (Gamecube)
Final Fantasy Crystal Chronicles: Ring of Fates (DS)
Final Fantasy Crystal Chronicles: My Life as a King (wiiware)
Final Fantasy Crystal Chronicles: My Life as a Darklord (wiiware)
Final Fantasy Crystal Chronicles: Echoes of Time (DS)
Final Fantasy Crystal Chronicles: The Crystal Bearers (Wii)
Final Fantasy Adventure (Gameboy)
Final Fantasy Mystic Quest (SNES)
Anime:
Final Fantasy Unlimited
Final Fantasy: Legend of the Crystals
Movies:
Final Fantasy: Spirits Within
Final Fantasy VII: Advent Children (sequel to FFVII)
Final Fantasy VII: Last Order (FFVII's prequel)
Okay, I think that's the last of them, lol. I don't think I've missed any, but yeah.