Alternate Universes  For all stories that do not fit at all within the Yu-Gi-Oh canon, and instead place the characters in another reality.
Battle City, Part 2  For all stories starting during the third season of the NAS-produced anime, which includes the final episodes in the Battle City saga. Includes all the Noa's Virtual World episodes (anime-only) up to the final duel at Alcatraz.
Pre-Duelist Kingdom  For all "Season 0" (Toei animated series) stories, taking place prior to Duelist Kingdom. These do NOT include stories that take place before canon (whether it is the Toei anime or the first 7 volumes of the manga).
Orichalcos Saga 
For all stories taking place in the anime-only Season 4, also known as the "Doma" or "Waking the Dragons" arc.
Duelist Kingdom  For all stories taking place within Season 1 of the NAS-produced series, or the manga equivalent (Volumes 8-15). Includes all the events leading up to the Duelist Kingdom tournament, and ends with Pegasus's last duel.
KC Grand Prix  For all stories starting during the first part of Season 5. This is an anime-only arc, also known as "Grand Championship", starting with Yuugi and Co.'s invitation to Kaiba's new tournament, and ending with the defeat of the last duelist in the tournament.
Pre-Battle City  For all stories that take place within the beginning of Season 2 of the NAS-produced anime, including Yuugi's duel with Rebecca, the Big Five/Virtual World, and the Dungeon Dice Monsters saga.
Pharaoh's Memory  For all stories starting in the second part of Season 5, and vols. 32-38 of the manga, featuring Yuugi and Co.'s adventure to regain the Nameless Pharaoh's memories. Also known as "Millennium World" and "Dawn of the Duel."
Battle City, Part 1  For all stories starting during the second half of Season 2, or the equivalent manga volumes (15-27), including the first appearance of the Rare Hunters all the way up to the Noa's Virtual World Arc/the end of the Battle Ship duels.
Continuations  For all stories that take place after the final duel in episode 224 of the anime, or after the end of vol. 38 of the manga.