Kingdom Hearts 1.5 tells you KH 1 (Final Mix), Chain of Memories & all the videos from 358/2 Days.
This next bit is taken entirely from the Wiki:
During the closing credits of Kingdom Hearts HD 1.5 Remix, videos of Kingdom Hearts II Final Mix, Kingdom Hearts Birth by Sleep Final Mix, and Kingdom Hearts Re:coded are shown in HD, implying a second compilation. Nomura stated that it would be "pretty unnatural" for there not to be a 2.5 after 1.5
Kingdom Hearts III: In an interview on September 14, 2010, Tetsuya Nomura stated that his team was currently too busy with other projects such as Final Fantasy XV (known as Final Fantasy Versus XIII at the time) to work on Kingdom Hearts III. He also stated that his team was doing research concerning the high-definition graphics of the game, and depending on the technical requirements of the next generation consoles. On June 10, 2013, at the E3 Sony press conference, after years of rumors and speculations, Nomura introduced a teaser for Kingdom Hearts III, which stated it was in development for the PlayStation 4. It was announced the next day to be in development for the Xbox One as well. In Kingdom Hearts III, the series protagonist Sora will search for the "Key to Return Hearts" while Sora's friends, Riku and King Mickey, search for Keyblade wielders. The game will conclude the "Xehanort Saga", but it will not be the final game in the series.