Nintendo, to the best of my knowledge, doesn't tend to do much in the way of direct sequels to first party games. Zelda II back in the NES days was, and there's a DS Zelda that's a sequel to Wind Waker for the GameCube, but it's pretty rare for Nintendo. Most of them are like Metroid, or all the other Zelda titles, where each game is like a self-contained episode.
This is gonna sound like a really dumb question but are the story's throughout the Paper Mario and "Mario and Luigi" games continuous? I ask because I'm really interested in Super Paper Mario but unfortunately never had time to finish the first one and never got to play The Thousand Year Door and I'm really OCD about playing games in the order they go in (even silly games like Paper Mario). I know I'm anal but I can't help it.

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