Fire Emblem is a tactical RPG which takes place in multiple medieval fantasy settings. Most of the games feature different characters and locations but all still exist in the same multiverse.
Power of the Verse
Each game in the series is a separate universe, making most feats exclusive to the respective game with a few exceptions (ex: Fire Emblem Shadow Dragon (and the Blade of Light) and (New) Mystery of the Emblem are in the same universe with Gaiden/Echoes being between them chronologically).
Canon characters range from Building Level to Town Level in base while the Lords in their most powerful forms range from Country Level to Multi-Continent Level.
Hax wise, FE has several hax that they use with their incredible skill such as Lethality/Assassinate/other similar skills being able to kill the target in a single hit, various means to raise their stats, absorbing the damage they do, etcetera
For more information of what various Skills, techniques, etc in Fire Emblem are and what they do, check this blog.
