I believe it was Albert Einstein who once said there are three constants in life: Death, taxes and Kingdom Hearts names being really dumb. As a result, you may be confused about which games are coming in the near future. Fear not: We're here to help.
There are three Kingdom Hearts games currently announced for release. One of them is a brand new game; two are compilations of older games (and some extra new stuff). Let's start with the easiest one:
Kingdom Hearts III
Nice and simple. Announced at E3 2013, Kingdom Hearts III is the next game in the franchise, and it will be out whenever they finish perfectly rendering Jar Jar Binks.
Kingdom Hearts HD 1.5 ReMIX + HD 2.5 ReMIX
Forget everything you've learned about maths. This is not Kingdom Hearts 4 - it's a compilation of games and movies that will be out for PS4 in March. Actually, it's a compilation of two compilations. KHHD1.5R and KHHD2.5R were both already released separately on PlayStation 3. Fans requested a PS4 version, so Square slapped them both together into one 60FPS package that they announced last week.
A quick description of what's inside:
From HD 1.5:
1) Kingdom Hearts Final Mix - Essentially a remake of the first Kingdom Hearts.
2) Kingdom Hearts Re:Chain of Memories - A high-definition remake of the GBA game Kingdom Hearts: Chain of Memories, which takes place between Kingdom Hearts and Kingdom Hearts II.
3) Kingdom Hearts 358/2 Days - This is a remake of the DS game of the same name, which also takes place between Kingdom Hearts and Kingdom Hearts II. The catch: They removed all the gameplay. The version included in this compilation is a three-hour cinematic version of the story.
From HD 2.5:
1) Kingdom Hearts II Final Mix - A remake of the second Kingdom Hearts.
2) Kingdom Hearts Birth by Sleep Final Mix - This is an HD version of the PSP game Birth by Sleep, which is a prequel to the first game. It's an important one to play if you want to understand the Kingdom Hearts story. Just kidding. Nobody understands the Kingdom Hearts story.
3) Kingdom Hearts Re:coded - Just like 358/2 Days before it, this is a cinematic retelling of the DS game Kingdom Hearts Re:coded. It takes place after Kingdom Hearts II.
Still following? Basically, 1.5 is Kingdom Hearts and the games that followed it, while 2.5 is Kingdom Hearts II and the games that followed it, which makes logical sense and would be pretty straightforward if not for all the other dumb twists and turns. Like our third game:
Kingdom Hearts HD 2.8 Final Chapter Prologue
Now we're getting into batshit insane territory. Bear with me. Kingdom Hearts HD 2.8 Final Chapter Prologue, which comes out in January for PS4, is actually a compilation of three games:
1) Kingdom Hearts Dream Drop Distance HD - a high-definition port of the 3DS game Kingdom Hearts: Dream Drop Distance, which came out in 2012. This is the most recent Kingdom Hearts game
2) Kingdom Hearts 0.2: Birth by Sleep - A Fragmentary Passage - This is a new playable episode of the story that takes place right after Birth by Sleep and stars one of its main characters, Aqua. It's not clear why it's called "0.2". Presumably director Tetsuya Nomura meant for it to combine with 2.8 to lead to Kingdom Hearts III, but it's actually part of 2.8, so... you know what? Let's not think about this too much.
3) Kingdom Hearts χ Back Cover - I'm exhausted. Is anyone else exhausted? This one is, according to Square Enix, "a new HD movie that tells the mysterious story of the Foretellers and connects to the earliest parts of the series' history".
So if you want to experience this entire saga in order, start with 1.5 and 2.5, then pick up 2.8, then wait patiently for #3. It all makes perfect sense.