The three currently existing films; "Nerf vs. Zombie", "Rise of the Zombie" and "Ride Along", take place in the same world, with their stories happening within a few days of each other. But for the specific connections and references;
The elementary school is present and an important setting in "Nerf vs. Zombie", "Rise of the Zombie" and "Ride Along"
Josh and Sarah (Main characters of "Nerf vs. Zombie"), and Mike (Main character of "Ride Along") go to the elementary school
Josh and Sarah are seen in all three (Main characters in "Nerf vs. Zombie" and background, but still important, characters in "Rise of the Zombie" and "Ride Along")
Walter (Main character of "Ride Along") visits the elementary school to talk about police work
Jeff (Principal) is seen in "Rise of the Zombie" and "Ride Along", having a more important roll in "Ride Along"
Walter is pulls over Alex (Main character of "Rise of the Zombie") in "Rise of the Zombie"
Walter and Mike pursue Alex in "Ride Along"
Alex mixes the chemicals responsible for turning him into a zombie in "Rise of the Zombie"
Zombie Alex bites Sarah, turning her into a zombie in "Nerf vs. Zombie"
In "Ride Along", Walter falls asleep outside the library, allowing Josh and Sarah to go in there in "Nerf vs. Zombie"