X-men Brotherhood - Story focuses on the X-men and their battles with the Brotherhood of Evil Mutants which includes Mags, Mystique, and Rogue among others. X-men team is comprised of the 05 but the story is told from the Brotherhood's perspective with the X-men cast as the villains if you will but Rogue begins to question their methods and ideals. Gambit and Storm both make cameos as thieves providing intel and doing other jobs for both sides in the conflict with Gambit flirting a bit with Rogue. In the big battle, Rogue comes to see her side as being in the wrong and proves to be the decisive factor in the X-men winning when she betrays the Brotherhood. It ends though with her walking away from both sides.
All New X-men- Story focues on Storm and Gambit growing up as thieves with their paths crossing several times and them becoming friends. They then lose touch and Storm ends up being recruited by Xavier along with the rest of the ANXM team while Gambit with his powers out of control getting recruited by Sinister along with the rest of the marauders. You can give background stories on the other X-men and Marauders on the respective teams. And the Gambit and Storm cameos in the first movie connects that movie to this one. At some point during this movie, Rogue joins the team as well and is met with tension due to being on the Brotherhood team. Movie culminates with the Mutant Massacre with Gambit failing to stop the Marauders but saving an unconscious Storm and/or Rogue in the process.
New Mutants - Story focues on the kids at Xavier's school and their rivalry with the Hellions. Key players from the 05 and ANXM get roles as their instructors with Emma Frost in charge of the Hellions. The Hellfire Club is depicted as not really evil but trying to ensure mutant domination throw power and money and consist of mutants that have been secretly amassing power and wealth for centures. New Mutants and Hellions end up joining forces to fight Strye and the legacy virus he introduces. Some mutants end up dead. At some point in this story Gambit reconnects with Storm and joins the X-men and starts up a light romance with Rogue.
X-men Age of Apocalyspe I - So the stage is set for the big mega movie, we have several X-men teams, we have several competing philosophies (Prof X, Mags, and Hellfire Club) and we have several people that have switched sides or otherwise question their roles. So in the mega movie, we introduce Cable and Bishop both mutants from the future concerned about a major threat to the world. Everyone mistakes Cable for Strye so they initially think he is an enemy and Bishop recognises Gambit and think he is going to betray the X-men. Villains from the previous movie like Sinister, Mags and Stryfe return with Sinister and Stryfe both supporting Cable's claim about this major threat as we see scenes of a mutant giving Sinister his powers as well as cloning Stryfe. That major threat is Apocalypse. Bishop reveals to everyone Gambit's role in the MM having learned of it from the Gambit in the future. Gambit is kicked out of the X-men and in a desperate attempt to prove his worth tries to infiltrate Apocalypse's camp. The movie ends with Apocalypse launching a major offensive with Gambit revealed as one of his Horseman Death. In that sense Bishop ends up creating the situation that turns Gambit into the traitor. X-men lose this battle.
X-men Age of Apocalypse II - The sequel then becomes the X-men trying to regroup and stop Apocalypse from creating an Age of Apocalypse. To that end, all the warring factions (X-men, Brotherhood, Hellfire Club, Sinister and the Marauders form an uneasy alliance to try and stop Apocalypse. Will they succeed? Who knows? We have massive battles, massive internal strife and betrayals, and massive shit hitting the fan. Amidst it all, we get flashbacks of Sinister while experimenting with Gambit when his powers were out of control (back in the second movie) also secretly building up his resistence to brainwashing as he is aware of Apocalypse's methods and had recruited Gambit way back when for this very purpose. This also explains why Future Gambit told Bishop about his role in the MM so that Present Gambit would be kicked out and end up with Apocalypse. Back in the present we learn Gambit has in fact been secretly fighting against the brainwashing and provides some intel to Rogue and the X-men that proves critical in Apocalypses defeat sacrificing himself in the process. X-men win!!!