How can we relate Romeo and Juliet to other plays by Shakespeare (Hamlet, Othello, The Tempest, A Midsummer Night's Dream)?

This is an interesting question. Shakespeare's plays are sometimes thematically similar, but the ones you have selected are not unified by any one obvious factor. However, we can certainly draw some points of comparison.
To begin with, Romeo and Juliet is a tragedy centered around a young couple whose love ends in suicide. In this way, it has thematic similarities to Hamlet, in which the love between the young prince and Ophelia ends with Ophelia drowning herself.
In Othello, romance and tragedy go hand and hand. Numerous misunderstandings lead Othello to kill his wife, Desdemona, and then himself. Iago has persuaded Othello that Desdemona has been unfaithful to him, but the audience knows this to be untrue. Likewise, at the end of Romeo and Juliet, Romeo believes Juliet to be dead and kills himself, at which point Juliet then also commits suicide.
A Midsummer Night's Dream is quite dissimilar in tone to Romeo and Juliet—it is a comedy that ends in marriage, rather than death. However, it shares themes of young romance and the common Shakespearean trope of misunderstanding driving the plot. Confusion and misunderstanding is central to this play.