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Only the events of the first game actually happened, and each sequel is an exaggerated retelling.
Why does Morden keep falling for the Martians' plots? Why do the Rebels never drop their vendetta no matter how many common enemies they have with the Regular Army? Why won't Allen stay dead? The answer is simple: Each new game in the series is the same story, as told by a new generation that never actually saw the original events.
  • Well when Morden fell for the Martians plans in the second game, this was the first time he had joined up with him. In the third game, Morden was kidnapped and had no plans to join up with the Martians. His soldiers had no idea the Martians were even behind this. Also, in the fourth and fifth games, Morden wasn't even the main antagonist. In the sixth game, the Martians probably didn't rebel against him because they were trying to protect themselves from the Venusians, and if they rebelled, they knew they were going to get their butts handed to them. However, I'm not sure why Allen is still alive after all of this. Word of God says it's because of his commitment towards his family, but that's kind of stretching it. But then again, the series doesn't take itself very seriously most of the time, so I guess we could stretch our suspension of disbelief. I see where you're coming from, and it's a pretty good theory, but the evidence against it is already in front of you.

The Regular Army protagonists are connected to a Respawn System.
That's why they can always come back after so many deaths. The Rebel Army managed to get one too, but it an inferior version and they only 'connected' it to Allen due to said inferiorities, and thus that's why he always comes back as well.

The reason the Mars People Kidnap Morden and the player character...
Is because Morden is Nigh-Invulnerable, and the player seemingly comes back from death/is powerful enough to slaughter an army on their own.

The reason Allen O'Neal survives getting eaten by the killer whale...
...is because he's secretly beating the bones out of the whale. Let's face it, he's that badass.

The 4th boss from Metal Slug 7, the Fall Mecha, is actually the future Rootmars converted into a cyborg by the Future Rebels.
If one thinks about it, both the Fall Mecha and Rootmars share remarkably similar body shapes and attacks; both being roughly trapezium shaped with two large arms and firing small orb shaped projectiles during the boss fight. The kicker however is when the Fall Mecha has enough damage dealt to it upon which it will reveal a domed brain on its "head" that periodically fires a massive multi-coloured energy beam similar to how Rootmars can charge energy into its brain and fire mult-coloured energy balls when he's first fought on Rugname. It's possible that in the future Rootmars would eventually be Killed Off for Real and the rebels would repurpose the corpse to use as a powerful weapon.

Metal Slug 1 is set in Italy.
The setting looks distinctly mediterranean in climate and architecture. Level 2 has a watery bridges and canal part that could represent Venice, a very European cityscape as background right before the end, and the connection to trains, well, Il Duce used to claim he made train run on time. The third level is set in snowy mountains, the Alpine mountains are the most prominent mountain range in Europe, and ran across northern Italy. Level 4 is set in a fortified hill landscape, and middle Italy is notoriously defensible. Level 5, 'City Under Despotism' is a generous way of describing fascist Italy, and the Rebel Army's resemblance to fascists is not kept a secret. The seaside location of Level 6 could be anywhere in the mediterranean or Adriatic.
  • It doesn't explain the Mayincatec heads at the beginning of the first level though.

The Future Rebel Army wasn't just helping Morden in 7, but running away
Attack features a storyline where the children of two of the independent faction(s) characters escape to the present because of Ptolemaios' power. The Future Rebels could have been trying the same thing: Giving Morden their technology so he'd be better prepared.

The Ptolomaic Army is coming to a split
Anastasia's cult notwithstanding, there seems to be a divide between the "normal" Ptolomaic forces(as represented by Dragunov/Yoshino/Caroline/etc...), and "Masked" cult represented by Mira. The girls have never spoken anything about the Evil Spirit Incarnate in their discussions in the Extra Ops or Another Story chapters, and the latest United Front even had Dragunov having one of her troops spy on Mira. It should also be noted that the views we see of Licht and Elena's Bad Future seem to have the powerful Ptolomaios sans his forces.
  • Confirmed as of the end of Ptolomaic Another Story 5. Dragunov is leading her unit(including Yoshino, Caroline, Simon, and Towa) against Mira and Ptolomaios.

Fio had some bizarre delayed puberty
This is why her breasts got steadily bigger with each game.

If another Metal Slug game is ever released, it will be a combined remaaster of Metal Slug 2/X and 3
Having all the stages from both games alongside updated visuals and audio, side missions, and new levels.

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