The following contains spoilers for pretty much all of the cosmere stories.
We know that the books don't take place at the same time and that they go in the order of Elantris, Mistborn, Warbreaker and Stormlight. It think that certain past events did happen at the same time
The Events
Elantris: A large chasm opened in the near past that caused the Aondor to stop working correctly.
Mistborn: A thousand years ago, the Lord Ruler took the power of preservation and caused massive upheaval in the world
Warbreaker: The first of the Returned began to appear and the Breaths began to be used
Way of Kings: One of the events of the past. (Day of Recreance, Last Desolation or the Shattering of the Shattered plains.)
I haven't been able to find any evidence of this theory yet and I have never met Brandon Sanderson to ask him. I was wondering what you all thought