After having played the game start to finish and watching Fury Road, the timeline is a little clearer.
The main villain in the game is names Scabrus Scrotus, who's bio notation names him the son of Immortan Joe (white haired, tooth mask respirator wearing) antagonist of the movie.
There are three main encampments of their faction. The Citadel (pictured in fury road), Gastown (pictured in the game) and the Bullet Farm, not pictured in either.
Hope, and her daughter Glory are introduced late in the game and both end up dying. Both of their haunting voices egg Max on as the final boss battle ensues, after which he re-acquires the Black on Black.
During the credits of Fury Road, the little girl haunting Max is named as Glory, the deceased girl from the game.
Hence I feel that the movie Fury Road occours DIRECTLY after the game.