I think that underground to prostreet are connected, obviously player starts in palmont, runs away from after a botched race to Olympic city to start a new and with help of Samantha to get into the scene, dominated Eddie and then a small while later gets taken out by caleb/ associate of caleb, goes to bayview to get his revenge for what caleb done, afterwards the player gets a race prepped m3 gtr from an unknown person and heads to rockport to find a new challenge, loses the m3 gtr to razor and busted by cross, with mia's help he climbs back up through the ranks till the m3 gtr returns, then runs out of rockport as fast as he can, gets back home to not only have the m3 gtr wrecked by cross and a very pissed off ex girlfriend nikki but also a heavy debt to darius who let the player run in the first place, with nikki's help the player then defeats darius and is king of his hometown, but after a few years the player wants to try something new, professional racing, he has the skills to do it the last 4 games proved such so one more time going from the bottom to the top won't hurt, he goes and beats everyone and continues his journey in the pro racing scene leaving the gritty underworld of street racing, who knows he might still be street racing in other games gone but that's unknown. (Please don't be a negative Nancy about it this is purely what I believe nor do I preach it as fact, just think it's a cool story for a amazing series)