The Monster World series is often considered a sub-series of the Wonder Boy series. Monster World IV, however, stars a completely different protagonist from the Wonder Boy games and is therefore a part of the Monster World series only.
The Monster World games take place in a location called Monster World (Monster Land or Monsterland in some releases). Monster World has many diverse landscapes including forests, deserts, and beaches.
Most of the games in the series are platforming games with action and RPG mechanics.