Was the Star Wars series with Luke and Leia before the Anakin series?

If the Star Wars series with Luke and Leia were filmed before the ones when Anakin was a young man, then why is it that at the end of the movie "The Return of the Jedi" it shows Anakin as a young man when the movie was filmed before the Anakin series? How did they film Anakin at the end of the movie before the Star Wars films with Anakin were filmed and released?