All of the modern films keep bringing the Terminator forward in time, which often ends up being lame. I think we strip away most of the future nonsense. Skynet has decided the Connors bloodline in 1984 is too powerful, so they send a Terminator back to 1884 to try and cut it off at an earlier date. The Terminator has to fight cowboys in the American West.
But due to the Butterfly Effect, going back in time that far might prevent Skynet from happening as well.