Film wise (that is, ignoring depictions in television and cameo's), there are 3 continuities.
- The simplest is the standalone Casino Royale. This is a one off
spoof, but as it was produced by MGM and Cubby Brocolli, must still
be considered 'official'; despite it's comedic nature.
The next two are more strictly 'canon', although they don't both employ what is known as rolling continuity.
From Dr. No to Die Another Day, all the
Connery/Lazenby/Moore/Dalton/Brosnan films should loosely be
considered in chronological order in the order they were released.
This is never explicitly confirmed, but simply the style and
technology of the films production roughly indicates a progression
forward of time. It's problematic to be this simplistic, and it also
negates the fact that for all the films to be in the same continuity
Bond would likely be pushing 80 by Die Another Day.
There is a fan theory that suggests that 'James Bond' was actually
another codename (like 007) that is passed from agent to agent, and
as such they were never meant to be the same person. This is disputed
by the events of On Her Majesty's Secret Service, which actually
attempts a rolling continuity for the first time. At the end of this
film, Bond's wife is murdered, and the start of the following film
begins with Bond standing in front of her grave (despite a change in
actor), demonstrating a direct causal link between the films.
On Her Majesty's Secret Service also features props from the previous films to assert a continuity, and contradictingly birthed
the 'Bond is different men' theory with the line "This never happened
to the other fellow", referring to Bond's previous iteration.
The final continuity, the Daniel Craig iteration, is the strictest in sense of its's unfolding continuity. These films are linked directly, and follow one another quite obviously.
It's a misnomer to align all the Bond films in any continuity (with the exception of the Craig franchise), as most of the Connery-Brosnan years only referenced each other playingly and for humour, instead of the construction of a plot.
This is a tradition that continues into the Craig franchise, wherein the ejector seat Aston Martin from Goldfinger shows up in Skyfall. It's simply a knowing nod to the audience, it isn't supposed to assert that Daniel Craig's Bond has previously been present in the events of Goldfinger.