I just got my kick-starter copy of Changeling the Lost 2nd Ed and are starting to dip my toe back into the World of Darkness after a long absent.
And I found out that it is confusing as hell trying to figure out which versions and editions of the different versions goes with which.

You have old world of darkness, new world of darkness or chronicles of darkness. A couple of editions of vampire the masquerade, a couple of editions of vampire gehenna, a vampire the masquerade 20th years anniversary edition and a 5th edition VtM that doesn't seem to have anything to do with the rest of world of darkness besides the White Wolf logo on the back.

Same thing with my favourite game of Changeling. My 2nd edition should technically be the 4th edition if you count number of changeling rpg core books instead of numbering after settings. I think.

Seriously, it feels like you'd need some sort of flowchart just to figure out which games are connected and which are compatible with each other from a rules and from a meta plot perspective.

And that's not even counting all the different historical spin-offs.

So can someone please explain which versions and editions of the different world of darkness core settings are connected?
(Gold star if you use an actual flowchart.)

Connections and Lack Thereof

World of Darkness (Classic) and Chronicles of Darkness (formerly known as 'new' World of Darkness) are a spiritual predecessor/successor pair, not part of the same setting.

Changeling the Lost 2nd edition is not a 4th edition because is only connected with its namesake through the very broad theme of dealing with fae. They have radically different cosmologies, design philosophies etc.

The original World of Darkness was implicitly a shared setting, but each game line had some discrepancies that could not be fully reconciled with other game lines, particularly in terms of cosmology. Ultimately experienced GMs tend to prefer not even trying to make a single unified variant of the world. Also, the game mechanics of various Storyteller system flavours are not necessarily mutually compatible, even when comparing, say, VtM 1e and WtA 1e, or VtM Revised and MtA Revised. World of Darkness is famous or infamous (depending on who you listen to) for its metaplots and grand conspiracies.

The Chronicles of Darkness was originally known as the 'new' or 'rebooted' World of Darkness. This naming collision caused a lot of problems, and the rebranding to CoD is one of the very few cases where I grudgingly accept that the Orwellian retroactive editing was warranted. It uses a unified system core, the Storytelling system, sold separately from all the 'splats' (game lines dedicated to specific types of supernatural entities). However, CoD as a setting tones down the metaplots and grandiose statements about the world, and is much more modular in design from the very beginning. That is, there's no reason to try figuring out the truth behind the contradiction between splat A and splat B because what the truth is even within a single splat is meant to vary drastically from GM to GM and from campaign to campaign.

Sorting the Game Lines

As for the flowchart or other scheme, here's a division of the main game lines:

World of Darkness (Classic), using an assortment of Storyteller system variants:

• 
  Vampire the Masquerade (1st, 2nd, Revised, V20 and V5 editions). Elder vampires weave centuries-long plots, while their neonates are pawns.


• 
  Mage the Ascension (1st, 2nd, Revised and M20 editions). Belief defines reality; fight to shape it!


• 
  Werewolf the Apocalypse (1st, 2nd, Revised and W20 editions). Gaia is under attack; fight for nature and spirituality against corruption and pollution.


• 
  Changeling the Dreaming. You are a fae soul born to human parents and into a human body; defend the fairy-tales, magic and imagination against a stagnating world of grey banality. Fae and fairy-tale portrayal leans towards the positive.


• 
  Wraith the Oblivion (1st & 2nd only, canceled 1999). You died; find your way to transcend into whatever follows the afterlife, while fighting against angst and bleakness, and against your own dark side.


• 
  Demon the Fallen (Revised only, replaced Wraith in 2002). You are an Angel cast out by God from heaven into prison for rebelling with Lucifer. Now you escaped as a changed creature. Make your own cult and restore your glory in the shadows.

Chronicles of Darkness ('New'), using the Storytelling system base (1e or 2e):

• 
  Vampire the Requiem (1st and 2nd edition, also known as Blood and Smoke). Like VtM, but elders are more on the senile side, and the metaplots have been drastically cut back.


• 
  Mage the Awakening (1st and 2nd edition). Reality is not what it seems; find the secrets of Atlantis, and fight against those who try to keep humanity imprisoned in an illusion.


• 
  Werewolf the Forsaken. Spiritual hunters in a more shades-of-grey world.


• 
  Changeling the Lost (1st and 2nd edition). You, a human mortal, got kidnapped by a fae, then escaped, but were changed by the experience; now you live a life of hiding or fighting against the fae's servants. Fae and fairy-tale portrayal leans towards the negative.


• 
  Geist the Sin-Eater (the least connected to its spiritual predecessor, and arguably not part of the 'main' list even). You died, but you got into a pact with an otherworldly entity and been given a second chance at life.


• 
  Demon the Descent. You are a former angel that was dropped out of the God-Machine because you developed free will. And now the God-Machine wants you back as an unthinking piece.

Between WoD and CoD: Not at all

WoD and CoD are not connected in any canon way. CoD is merely a spiritual successor of the WoD in many regards and at times shares names - which lead to some of the worst Edition Wars ever fought when CoD 1st Edition still claimed to be the (new) World of Darkness.

The Game Engines

Likewise, the Storytelling system is a spiritual successor of the Storyteller system. On a side note, the Storyteller system is a spiritual successor of Shadowrun, altering its d6 to d10 and removing the exploding dice from normal rolls.

Inside the WoD/CoD

WoD

Inside the WoD, all the splats inhabit the same world, and conflict between them is commonly referenced in all the splats books. The vast power-level differences though lead to huge fanboy-fights about which was the best Splat to wipe out all the others. Demons and Mummies always won for they came back.

As in cross-referencing, the three main lines (Vampire, Werewolf and Mage) regularly made referencing to one another and starting 2nd edition even contained stats for these splats when used as adversaries ported to the relative system.

Wraith's end was referenced heavily in Mage revised and became the start point for both Demon the Fallen as well as the last iteration of Mummy: the great Avatar Storm was what destroyed the Wraiths, released the Fallen and came right before the new life spell for the Amite.

Changeling is only passingly noted in Werewolf publications, usually when Arcadia is described.

The Metaplots of the WoD cumulate in plots like the Year of the Reckoning or Rear of the Scarab, where specific places are detailed from several sides, more elements are brought in and changes to the world introduced.

The end result of these Metaplots is the Year of Fire, which ends the WoD. At this point, the WoD really ends but how exactly is dependant on the players.

20th Anniversary

As the game aged, the 20th-Anniversary edition was made as a fix-up of the game system with a mix of 2nd and revised edition fluff. A lot of edition inconsistencies of the crunch were smoothed out. The general tone stayed, but at times it was modernized for a world that had aged and became considerably more technologically advanced.

5th Edition

The 5th edition is a rather recent upcoming. It is meant to bring a new system that still has the old roots, but so far only Vampire has made the release and I have not taken an in depth look at that. So I can just say "it exists and critics are divide about it". It is probably more of a Reboot.

CoD

The basic idea of all splats inhabiting the same world is also true for the CoD, but now the fanboy fights were dulled a lot as the system was much more streamlined. It was designed from the mortal up, not the supernatural down, and tried to even the playing field between Splats.

CoD 1e & 2e

CoD 1e and 2e are connected via the God Machine Chronicle plot, which somehow reminds of the Metaplots of the WoD, but is mostly meant to explain the changes to the background between the two editions.

Do you want to know more?

If you are interested in the history of one specific game, that'd be an excellent history-of-gaming question.