Well, you got the infos already from different people here, but I'll nevertheless a add there...
Well, even if the Fate/Zero light novel couple of years after the original-VN game release Fate/Stay Night came, became in the story-technical wise (in F/Z handles at some people of F/SN about their past and at all) the prequiel of F/SN. F/SN consits out of 3 main routes: first (Seiba's route) Fate; followed by (Rin's route) Unlimited Blade Works; and ended with (Sakura's route) Heaven's Feel.
Though, we should the release order of the anime-version look:
Fate/Stay Night (by DEEN, 2006 - though shortly after came the remastered ver. with OVA's)
Fate/Stay Night - UBW movie (by DEEN, 2010)
Fate/Zero (by ufoTable, 2011)
Fate/Stay Night - UBW tv-ver. (by ufoTable, 2014/15)
Fate/Stay Night - H'sF movie trilogy (by ufoTabe will start sometime in 2017 - is the last of the main plot of Fate)
Well, these are/was the main and original plots in the Fate-world, now we moving to the alternative Fate-universes of Fate:
Fate/Prototype (by Lerche, 2011 - though, this one short OVA was the alternative version of the original Fate-plot, where then it spins on a own universe in the Fate-/Nasuverse)
Fate/kaleid liner Prisma*Illya (by Silver Link, 2013 - sequel (2wei) 2014 - sequel (2wei Herz) 2015 - sequel (3rei) 2016. Between 4 seasons gave some OVA's, and in 2017 will also a sequel-movie aired in the Japanese-theatres.)
Fate/Apocrypha (by A-1 Picture, and it'll be sometime in 2017 in the japanese-TVs aired - Not only a spin-off but also a alternative version of the main Fate-universe... Btw, from Apocrypha LN basing also the F/GO game/anime...)
Fate/Extra Last Encore - TV (by Shaft, it starts at winter 2018 - It handles about the Red-Seiba aka Nero Claudius Caesar Augustus Germanicus, the Fifth Roman Emperor...)
And here a Special edition, what involves also from the other masterpieces of the Nasuverse, like Kara no Kyoukai and Tsukihime...:
Carnival Phantasm - OVA (by Lerche, 2011 together 12 OVA's - Parent story Carnival Phantasm EX Season (1 OVA) 2011 - Parent story Carnival Phantasm: Illya-jou (1 OVA) 2011 - Parent story Carnival Phantasm: HibiChika Special (1 OVA) 2012)
FGO is an RPG mobile game on the fate series, has a shitload more Servants and masters and some Masters become servants (Rin to Ishtar is hawtniss)
Fate/Stay Night is the Anime adaptation of the visual novel, which has three routes, Stay/Night, Unlimited Blade Works, and Heaven's Feel. They follow Saber, Rin, and Sakura's routes respectively, so they'll start the same, but end differently. Fate/Zero is a prequel to all three, focusing on the Holy Grail war that happened before the events of FS/N, following Saber, Emiya's adoptive father, Kiritsugu, and how Sakura and Rin ended up where they are but also explains the stories and circumstances for a few other characters:
It explains how Kiritsugu came to adopt Emiya (also kindof covered in Fate/Stay Night), how Gilgamesh/Archer was able to stick around after and Saber and Lancer's first battle together, which is widely regarded as one of the best fight scenes in anime. It also has the Hunchback of Notre Dame going fucking nuts as Caster believing Saber to be Jean d'Arc, not King Arthur and they all have to band together in another beautifully animated fight scene to defeat him.
Ehmm... Why is this a problem for you? Because I'm myself a TM-fan, and I've the Nasuverse basically since the founding of their company (Type-Moon) followed, where then...xD
Edit: G'day friends! Oh, I see a MB, it has been a while...
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