The "Sometime Later" Principle
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It can really be an embuggerance to keep track of the entire plot of a reasonably long-running TV show (or manga/comic book series, or novels, or ...). If it runs on Negative Continuity (Warning, link leads to TVTropes. Muffin will not be held responsible for hours of time lost as a result of following it.But see also this disclaimer), of course, you don't have to bother with it, but if there is a definite progression of "this thing happened, and this other thing happened before or after it," then you need to pay attention at least some of the time.
But what if you're a fanfic author or fancomic creator, and you want the plot to take place chronologically after the official story, with its own changes to the status quo, even as more and more official installments are released?
Simple: you set the story at some unspecified point in time later.
I'll admit that this only holds true for a series with installments which are entirely self-contained (such as Touhou), without much inter-installment plot beyond the fact that the cast is now bigger. If you want to make a story which takes place after they finally beat the bad guy of the series, that's more of an "after the end" story (not to be confused with the trope of the same name (Warning, link leads to TVTropes. Previous disclaimer appliesBut see also this disclaimer)). I'm talking about something for which the concept of "the end of the series" doesn't entirely work.
Example: Touhou Nekokayou: Scarlet Weather Archive in Japanese Red was first created on the first of July, 2008. It took place "sometime after" Mountain of Faith and Scarlet Weather Rhapsody — the most recent games in the series at the time. On August 16, Subterranean Animism was also released; with absolutely no change whatsoever, Touhou Nekokayou was now chronologically after that, as well.1
This has the advantage of fitting seamlessly into the story without having to put it anywhere specific in the chronology or contradicting established canon — if you set it "afterward," you can have anything you want happen without needing to come up with an ending which fits the beginning of the "next" episode. Of course, this won't help if there's another new episode which flatly contradicts any of the ideas in your story, but that's a risk taken by all creators of fan fiction of any description.2
1Admittedly, it's rapidly becoming a rather bad example; it's developed its own continuity, separate from canon, and the "later" element is completely destroyed by the fact that the Catness Incident takes place immediately before the twelfth game, Undefined Fantastic Object.
2If ZUN ever establishes that Maribel's last name is supposed to be "Hearn", of course, I'll have to do an edit-replace through all my files, but that's probably the least of the problems that could happen. Especially in light of certain recent events in recent games ...