On the June 3, 2020 episode of NXT, El Hijo del Fantasma defeated Drake Maverick in the finals of a tournament to become the interim NXT Cruiserweight Champion due to outside interference by the two masked abductors who had attacked various cruiserweights. The following week, on NXT, Maverick congratulated Fantasma and demanded a title shot but then two masked men who had been attacking wrestlers randomly confronted the duo, leading to Fantasma turning on Maverick by attacking him and unmasking himself. He changed his name to "Santos Escobar" while the two masked men were revealed to be Joaquin Wilde and Raul Mendoza. On night one of The Great American Bash, the trio was named Legado del Fantasma. In their first match as a team, Legado del Fantasma defeated Maverick and Breezango in a six-man tag team match on the second night of The Great American Bash.
The group was then focused on ensuring that Escobar retained the NXT Cruiserweight Championship while Wilde and Mendoza also began competing in NXT's tag team division and 205 Live. At NXT TakeOver: XXX, Wilde and Mendoza competed against Breezango (Fandango and Tyler Breeze) and the team of Oney Lorcan and Danny Burch in a triple threat match to determine the number one contenders for the NXT Tag Team Championship; the match was won by Breezango. On night one of NXT Super Tuesday, Legado lost to Isaiah Scott and Breezango in a street fight when Scott pinned Escobar, leading up to a match between Escobar and Scott for Escobar's Cruiserweight Championship at NXT TakeOver: 31, where Wilde and Mendoza assisted Escobar in retaining the title.
In 2021, Wilde and Mendoza entered the 2021 Dusty Rhodes Tag Team Classic in which they lost to the eventual winners MSK (Nash Carter and Wes Lee) in the semifinal round. They also faced MSK and Grizzled Young Veterans (James Drake and Zack Gibson) on night one of NXT TakeOver: Stand and Deliver in a match with the tag team titles on the line, which MSK won. On night two of Stand and Deliver, Wilde and Mendoza assisted Escobar in defeating the reigning Cruiserweight Champion Jordan Devlin in a ladder match to become the undisputed Cruiserweight Champion. However, Escobar lost the title to Kushida on the April 13 episode of NXT. Escobar would fail to regain the title from Kushida in a two-out-of-three falls match on the May 11 episode of NXT. At NXT TakeOver: In Your House, Legado del Fantasma would face NXT North American Champion Bronson Reed and NXT Tag Team Champions MSK in a winners take all, six man tag team match in which, Legado del Fantasma would lose the match.
On the August 24 episode of NXT, Elektra Lopez made her debut, helping Legado del Fantasma win against Hit Row. On the September 28 episode of NXT 2.0, Lopez would defeat Hit Row's B-Fab in a no disqualification match, and two weeks later, Escobar would fail to win the NXT North American Championship from Isaiah Scott, ending the feud. In early 2022, Escobar would feud with NXT Champion Bron Breakker, unsuccessfully challenging for the NXT Championship at NXT Vengeance Day despite interference from Dolph Ziggler. At NXT Stand and Deliver, Escobar would fail to win the NXT North American Championship in a ladder match. Shortly after Stand and Deliver, Legado del Fantasma would feud with Tony D'Angelo, the self proclaimed "Don of NXT" and his "family". At this point, they would slowly turn into faces while portraying heelish tactics. After multiple meetings and kidnappings, Escobar would defeated D'Angelo on the May 17 episode of NXT. However at NXT In Your House, Legado del Fantasma lost to the D'Angelo Family (Tony D'Angelo, Stacks and Two Dimes), with the losers having to join the other person's family. As part of the D'Angelo Family, they would accompany each other during matches with them usually losing. On the June 21 episode of NXT, Escobar would cost D'Angelo his title match against NXT North American Champion Carmelo Hayes. At the Great American Bash, it was revealed that Escobar was hospitalized and the other members of Legado began working with the D'Angelo Family. On the August 2 episode of NXT, Escobar would return and cost D'Angelo and Stacks their title match against the Creed Brothers, signaling that their alliance had come to an end. D'Angelo would then challenge Escobar to a match at NXT Heatwave, where the stipulation would be that if Escobar won, then Legado would've been freed from D'Angelo. However if he had lost, then Escobar would've been banned from NXT. At Heatwave, D'Angelo defeated Escobar, signaling the end of his time on the brand. However on the August 23 episode of NXT, Escobar appeared in a backstage segment inside a van, where he would pick up the rest of his Legado teammates, and they would drive off, signaling that the stable had left NXT.
On the October 7, 2022 episode of SmackDown, Legado del Fantasma (with Zelina Vega replacing Lopez) attacked Hit Row during their entrance, marking the group's main roster debut.
At the Royal Rumble on January 28, 2023, Escobar entered his first Royal Rumble match at number ten, but was eliminated by Brock Lesnar while Vega entered the women’s Royal Rumble match at number twenty-one, but was eliminated by Lacey Evans.
On the February 10 episode of SmackDown, Escobar competed in a fatal four-way match to determine the number number one contender for the Intercontinental Championship, which was won by Madcap Moss. After the match, in an off-air exclusive, Escobar approached Rey Mysterio, who also competed in the match, and showed respect. Escobar and Mysterio exchanged masks, starting a face turn for Escobar who then became involved in Rey’s feud with his son, Dominik and The Judgment Day. On the March 3 episode of SmackDown, Escobar was defeated by Dominik after interference from Rhea Ripley. After the match, Dominik tore up the mask Rey gave to Escobar, cementing his face turn. On the March 10 episode of SmackDown, as Rey was about to address his induction to the WWE Hall of Fame class of 2023, he was interrupted by The Judgment Day, only for Legado Del Fantasma to show up and assist Rey, establishing the entire stable as faces. Legado Del Fantasma lost to The Judgment Day in a six-man tag team match. Following this, Rey would be associated with the group during his feud against The Judgment Day. On the March 31 episode of SmackDown, Rey reformed the Latino World Order and invited Legado Del Fantasma to join as a token of appreciation for aiding him in his fight against Dominik and The Judgment Day. On night one of WrestleMania 39, Escobar, Wilde, Del Toro and Bad Bunny assisted Rey in his match against Dominik, who was assisted by Finn Bálor and Damian Priest. Rey went on to win his match against Dominik.
Following WrestleMania 39, the group would quietly retire the Legado Del Fantasma name and strictly go by the Latino World Order alongside Mysterio. At Crown Jewel in November, during Rey Mysterio's defense of the United States Championship against Logan Paul, Escobar snatched away brass knuckles from a member of Logan Paul's entourage but left it on the edge of the ring while chasing Paul's entourage away; Paul would use it on Rey to win the match, Escobar's mistake costing Rey the championship. On the November 10 episode of SmackDown, Escobar was accused by Carlito of purposefully leaving the brass knuckles at the side of the ring at Crown Jewel, to which Escobar furiously stormed off. After Carlito's match with Bobby Lashley, Escobar attacked Rey as Rey was checking on Carlito, turning heel, leaving the LWO, and ending Rey's association with Legado del Fantasma in the process. On the following week's episode of SmackDown, Escobar entered using the Legado del Fantasma theme. He chastised Rey for not sticking with him and kicked Vega, Wilde and Del Toro from the stable, therefore, disbanding it.
On the December 22 episode of SmackDown, Los Lotharios (Angel and Humberto) helped Escobar defeat Lashley in the United States Championship number one contender's tournament, with Escobar dubbing the group as the "Legado World Order". Escobar lost to Kevin Owens in the finals at SmackDown New Year's Revolution on January 5, 2024. Two weeks later, the newly revived Legado Del Fantasma defeated Carlito, Wilde and Del Toro in a six-man tag team match. Despite teasing a reunion with Wilde and Del Toro in December 2023, Elektra Lopez made her main roster debut on the January 26 episode to assist Escobar defeat Carlito in her reunion with Legado Del Fantasma. Escobar entered the Royal Rumble match at the titular event as the seventh entrant but was eliminated by Carlito.