This Collection features all Godzilla films made by Toho as well as other Toho productions that are related and officially counted in-canon. (Summary from original list)
This list is in no way official and the original list on imdb is now gone that explained all the connections.
I did find a set of similar lists (linked below) that combined have all the same movies except Shin Godzilla, but also include the movie (Matango 1963) and the TV Series (Zone Fighter 1973). Since this list is based off from the now disappeared list, I didn't included them.
Toho Showa Universe -
Toho Heisei Universe -
Toho Millennium Universe -