Yes. Albeit a rather loose one. The first was set in a "not too far future" that could have been 5 or 10 years away. Society was already collapsing and highway patrol were barely keeping it together (It implied that the then oil crisis in the 70s kicked it off).
The second was 5 years later and a nuclear war occurred between countries over the oil in that time (they even included flashbacks to the first in the opening of 2)
Thunderdome was 15 years after the second (a scene was in the script that had Max flashback to his wife Jessie and his child after being rescued by the kids to highlight how far he had lost his humanity).
Fury Road was was set to be a further 10 after that. With Max in his 50's. Hence why it is implied he remembers when society was as it is now, yet supposedly 25 - 30 years have passed since the Nuclear war kicked off.
In the end, you can take them as different stories about the same man (akin to The Man With No Name trilogy). But there is a continuity in that Max was a cop, but he lost that life when his partner and family are killed by the gangs taking control in the out back. He snaps, kills them, and then proceeds to wander because he has nothing to go back for.
Goose was hideously scarred. They allowed the poor bastard to burn in his Ute.
No theories about it. It is Max and was always going to be Max. The problem is Fury Road was written for Mel. It was in Miller's mind in the late 80s/early 90s. Production was meant to kick off in the early 00s, but circumstances prevented it. People just floated that to try to explain the inconsistencies. But there are none if it had been Mel instead of Hardy.
The comic adaptation was done to bridge Thunderdome and Fury Road. Max realizes he has lost his humanity during the former and is in the process of regaining it prior to the latter. Him trying to rebuild the Interceptor was a step in that direction.
Think if they went with the Goose idea presumably he'd be more messed up than Humongous. I think it was in the early script but dropped because the original wasn't generally well known outside of Australia (Also why "Mad Max 2" was removed from some of the international releases of "Road Warrior"). Some remnants of the idea still kind of stuck like Humongous having some scarring and his gang having some police gear, kind of like a twisted version of the MFP.
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Ah, so filming is back to Australia where it belongs.
Yes, and it's a decent theory that is only contradicted by the closing narration from Road Warrior where the Kid goes on to become chief of the Great Northern Tribe. Of course, this could be some side trek walkabout from after he grew up but before he became chieftain.
I would lay odds that Jedediah the Pilot and his "son" from Thunderdome were originally intended to be the Gyro Captain and the Feral Kid from Road Warrior... why else have the same actor play such a similar character? He and Max seem to recognize each other when they first meet, and Max is pissed. (No doubt because of how Road Warrior ended.)
The Mad Max series seems to invite a lot of fanon and headcanon.
I liked Mad Max Fury Road, and I was interested in seeing more of Furiosa, but I completely lost interest when they announced that they'd be going with a completely different actress so they could do a prequel of all things.