[AkibaSilver]

Alright, ignoring Super Hero Taisens, because I really don't want to use those unless forced to, here's what we have:
By the ending of Black RX, all the Showa series up to that point take place in the same universe. Shadow Moon and a Shin villain later battle Kamen Riders ZO and J in "Kamen Rider World" or something, so all the Showa series take place in one universe.

From a mix of Movie Wars Megamax, Heisei Generations and Heisei Generations Final, W to Ex-Aid all take place in the same universe, which is apparently a really unlucky place to live. Build was a seperate, unrelated universe, until the end of the series happened and glued them together.

The Heisei Series is where it gets messy. Decade implies that they all exist in their own universes, with Kuuga and Agito maybe sharing, maybe not. Den-O and Kiva do have a cross-over, as do Ryuki and Agito, but I haven't seen the Kiva one, so I don't know how well it meshes with the Kiva TV show. Given the SHT films giving precedence to them, you could maybe assume Faiz and Blade both take place in the neo-Heisei universe (from Kamen Rider 4 and Goriders, respectively) but I'm hesitant to do so.