Well this is sort of the problem. No one can know for sure if this takes place in the past, the future, another dimension, etc. so it's all up in the air.
I like to think it takes place in the past, what with the mention of Xehanort's memories, Keyblades we've seen in the KH games all in one place, with more to boot. Also Mickey with Starseeker and black threads, which I like to believe makes this take place after his training with Yen Sid, and this is just after he gains knowledge about keyblades/kingdom hearts/other worlds through Yen Sid.
Hmm. Can't seem to find it, would've sworn I saw it as news here (Hopefully it wasn't off the April Fools one ^^;; ) But regardless of whether it's Kingdom Hearts or not, that moon has only shown up in TWTNW up until now, plus the sky going from day to night could've been permanent.
In the secret KH2:FM+ Ending movie, Anyone considered this could be the creation of The World That Never Was. What with the heart shaped moon, and that rock jutting out toward it (which seems fairly reminicscent of the Nobodies castle). Thats what it reminded me of anyway.
Of course, Nomura said the moon was not Kingdom Hearts, so you have to wonder if the moon in TWTNW is constantly Kingdom Hearts, or if it was just a moon until Xemnas gathered enough hearts there.
If the secret movie takes place in the past, and Nomura's not sure how large a part Sora and Riku will play (which might also have something to do with being before KH), my money's on something like Kingdom Hearts 0 or Kingdom Hearts - (negative) or something to that effect