They're basically in self-contained trilogies or duologies. They sometimes have numbers or at least themes that distinguish them too.
Some of them are numbered in Japanese at least. For example: Rorona, Totori, and Meruru are "The Alchemist of Arland' 'The Alchemist of Arland 2' and 'The Alchemist of Arland 3'. in English the latter ones became 'The Adventurer of Arland' and 'The Apprentice of Arland'.
The Dusk games also have 'Ground/Land', 'Sky' and 'Sea' (of Dusk) in the subtitles in Japanese, which creates a certain sense of continuity. Atelier Ayesha lost the Ground reference in English, though, and became just 'The Alchemist of Dusk'.