Filly is a long-running brand with many toy lines, some of which play a bigger role in the modern definition of Filly than the others. Most of the toy lines functions enough separately from each other that there isn't any overbearing franchise-wide canon to it, but some of the toy lines are much more 'in' or 'out' in modern usage than others, and it's this that this page will attempt to provide more details on.
Multi-line lines (and the easy ones)
The by far easiest ranking method to figure out which lines that are in, is to look at Filly Funtasia and Filly Wedding. Both of these list Filly Princess, Filly Fairy, Filly Unicorn, Filly Elves and Filly Witchy as their sources for species in them.
Additionally, as Filly Butterfly has been the big brand push of 2014, it has received a MyFilly site in several languages, and more importantly, has had Butterfly Fillies included as expansions in Filly Wedding. All this gives these five or six brands a fair connection to each other of varying strength.
And then there's the other brands and their various issues and strengths.
As Filly Funtasia and Filly Wedding were known to take place on land, not to mention in mountainous areas and with no major sea body in sight, the Filly Mermaid brands may get an excuse. But it is still worth mentioning that no mermaids has appeared in any known multi-line line or merchandise, which means it doesn't have all that many connections to the other lines.
There was a Twitter tweet from BRB Internacional in October 2013, replying to a question on whether mermaid fillies would appear in Filly Funtasia, that they would have to wait and see, followed by a smiley face. Quite a few episodes and one-off characters have not been revealed or leaked through any venue before the show began airing March 2019. It wasn't until the eleventh episode, The Lost Mermaid, aired that there is proof that mermaids do appear in Filly Funtasia.
Filly Forest and Filly Beach Party
The Filly Forest and Filly Beach Party were the first two toy lines of the Filly brand. The Filly Forest brand was notably very un-fantasy-like in sharp contrast to the later brands, basing their toys and cards on specific horses that existed in real life (besides one extinct Quagga), though probably not any horses you've ever heard of. Filly Beach Party made it more colorful and included a pegacornius and two pegasuses, but lacked a real setting for it, and the other 17 Fillys in the set lacked anything that made them more than just regular Fillys.
At the very least Filly Beach Party is known to have co-existed with Filly Princess, seeing first releases in 2008 and 2009, and there was an extended Filly Beach Party re-release in 2010, giving it some proximity to Filly Fairy that was released the same year. After the re-release, however, nothing more has been seen of it, and in 2013 all official websites for them were removed, even the German ones. As they also haven't been seen in any cross-line capacity, they are deemed on the Filly Wiki to have been excluded from current Filly canon due to old age and compatibility issues, and their fillies are listed in one Proto-Filly character category instead of two pages with one for each brand.
The Ice brands has seen some support from official places. Ice Unicorn and Ice Elves enjoy German sub-brand sites at MyFilly (Ice Fairy had one, but not anymore), and at least Ice Witchy has enjoyed an advent calendar dedicated to it.
Their only real connections, however, are to their main lines. The Ice Unicorns are part of the Filly Unicorn households and only do ice skating for some unspecified amount of time each winter, while the Ice Elves are distant relatives of the Filly Elves and nourish their bonds with them, and no one on this Wiki has really delved into the Ice Witchys yet. Despite this, none of the Ice characters has been included as any part of their main lines' appearances in Filly Funtasia or Filly Wedding, making them currently connected by daisy-chaining only.