Looks like they're taking Wolfenstein through the decades, with TOB taking place in the 40's-50's, TNO taking place during the 60's-70's, TNC taking place (I'm guessing, haven't played it) from the 70's to the 80's, and now Youngbloods doing the 80's cyberpunk nazi's thing.
Whatever, its Wolf. So long as the gunplay is fast and furious and the level design is sharp, you really don't need a lot of story to kill Nazis...