Cosmere timeline

Brandon Sanderson's Cosmere is planned to be a massive literary undertaking, with around 40 books planned by the time Sanderson is done. There are around 12 full books so far, a compilation book containing most of his short-stories and novellas, and a graphic-novel trilogy.
 * MistBorn Era 1 (3): The Final-Empire, The Well of Ascension, and The Hero of Ages
 * MistBorn Era 2/Wax and Wayne (3 so far/1 more): The Alloy of Law, Shadows of Self, The Bands of Mourning, and The Lost Metal (not published yet)
 * StormLight Archive: The Way of Kings, Words of Radiance, OathBringer, Rhythm of War, 6 more to come
 * Standalone books (Sanderson intends to publish sequels): Elantris and WarBreaker
 * Arcanum Unbounded: a compilation book of various short-stories and novellas
 * White-Sand graphic-novel trilogy

=Ancient history of the Cosmere= Events taking place over ten-thousand years before any of the Cosmere books that have been published so far.

Roshar (ancient)

 * The formation of the planet Roshar
 * Estimated to be twelve or thirteen millennia old at the time of the True Desolation
 * The Rosharan supercontinent is created by Adonalsium own hand
 * Presumably a few centuries or a millennium and change before the Shattering

Yolen

 * Book series: DragonSteel (yet to be published)
 * The Shattering of Adonalsium
 * Adonalsium is Splintered into sixteen Shards: Odium, Honor, Ruin, Preservation, Ambition, Devotion, Dominion, Cultivation, Autonomy, Endowment, Invention, Whimsy, Valor, Mercy, a survival-related Shard, and a sixteenth unknown Shard
 * The first sixteen Shard-Vessels Ascend after being Invested with a Shard of Adonalsium
 * Rayse/Odium, Tanavast/Honor, Ati/Ruin, Leras/Preservation, Uli Da/Ambition, Aona/Devotion, Skai/Dominion, Koravellium Avast/Cultivation, Bavadin/Autonomy, and Edgli/Endowment
 * Identities currently unknown: Invention/Mercy/Valor/Whimsy/survival Shard/unknown Shard

=Classical history of the Cosmere= Events taking place long after the Shattering of Adolnasium but over a millennium before any of the Cosmere books that have been published so far.

Roshar (classical)

 * Coming of Honor and Cultivation to Roshar
 * Roshar becomes the ShardWorld of Honor and Cultivation
 * Coming of humanity to Roshar

Scadrial (classical)

 * Preservation and Ruin come to what is now known as the Scadrian solar-system
 * Preservation and Ruin use their combined power to create the planet Scadrial
 * Scadrial becomes the ShardWorld of Preservation and Ruin
 * Post-Shattering time-period unknown: presumably several millennia before the Final-Empire
 * Creation of Scadrian humans by the cooperation of Preservation and Ruin
 * Ascension of Rashek the Lord-Ruler and the rise of the Final-Empire
 * Lasted a little over one-thousand years
 * Presumably happened several millennia after the creation of Scadrial
 * Ended after the death of the Lord-Ruler (see: Recent history of Scadrial)

Sel (classical)

 * Coming of Devotion and Dominion to Sel
 * Sel becomes the ShardWorld of Devotion and Dominion
 * Splintering of Devotion and Dominion at the hands of Odium
 * Happened before the Splintering of Ambition

Taldain (classical)

 * Taldain was moved to what is now known as the Taldain solar-system
 * Unknown if it was Autonomy who relocated Taldain
 * Unknown if humanity came to Taldain before or after relocation
 * Coming of Autonomy to Taldain
 * Taldain becomes the ShardWorld of Autonomy
 * Unknown if this occured before or after Taldain was relocated
 * Unknown if this occurred before or after humanity settled on the planet
 * Coming of humanity to Taldain
 * Unknown if this occurred before or after Taldain was relocated
 * Unknown if this occurred before or after Autonomy settled on the planet

Threnody (classical)

 * Coming of Ambition to Threnody
 * Threnody becomes the ShardWorld of Ambition
 * Splintering of Ambition at the hands of Odium
 * Happened after the Splintering of Devotion and Dominion

=Recent history of the Cosmere= Events taking place within the last five-hundred years of the Cosmere books that have been published so far.

Nalthis (recent)

 * The ManyWar: a massive world-war on Nalthis
 * Happened some three-hundred years before the events of WarBreaker
 * Similar time-period: Final-Empire's closing years/first decades post-Catacendre on Scadrial

Scadrial (recent)

 * Book series: MistBorn Era 1
 * Collapse of the Final-Empire (Survivor's Gambit)
 * Catacandre (Final-Ascension)
 * Sazed becomes the Shard-Vessel of Harmony, uniting Ruin and Preservation
 * Harmony restores Scadrial to its' previous form
 * Scadrial is reborn as the ShardWorld of Harmony
 * Roughly 340 years before the events of Wax and Wayne
 * Similar time-period: The ManyWar of Nalthis

Sel (recent)

 * Book: Elantris

Taldain (recent)

 * Book series: White-Sand graphic-novels
 * According to Sanderson, it is the earliest series currently published in the Cosmere timeline

=Current events of the Cosmere= Events taking within about a decade of the latest published Cosmere books.

Nalthis (current)

 * Book: WarBreaker

Roshar (current)

 * Book series: StormLight Archive 1-4

Scadrial (current)

 * Book series: MistBorn Era 2/Wax and Wayne

=Near-future of the Cosmere= Events that will take place within the next century or so in Cosmere books that are soon to be published.

Scadrial (near-future)

 * Book series: MistBorn Era 3 (set to be published from 2025-2027)

=Future Space-Age of the Cosmere= Events that will take place within the Space-Age of the Cosmere, probably many centuries down the line from the current Cosmere books, where futuristic space-travel is possible and the universe takes on a more sci-fi quality.

First of the Sun

 * Book series: Arcanum Unbounded (Sixth of the Dusk)

Scadrial (Space-Age)

 * Book series: MistBorn Era 4 (likely to be published sometime around or after 2030)
 * Will take place an unknown amount of time after MistBorn Era 3