Trilogies

Foundation (1951)
Foundation and Empire (1952)
Second Foundation (1953)

The Lord of the Rings:

The Fellowship of the Ring
The Two Towers
The Return of the King

Oedipus the King
Oedipus at Colonus
Antigone

His Dark Materials:

Northern Lights
The Subtle Knife
The Amber Spyglass

Sally Lockhart Trilogy:

The Ruby in the Smoke
The Shadow in the North
The Tiger in the Well

Mars Trilogy:

Red Mars (1992)
Green Mars (1993)
Blue Mars (1996)

Titus Groan
Gormenghast
Titus Alone

The Circle Trilogy:

Morrigan's Cross
Dance of the Gods
Valley of Silence

The Bourne Trilogy:

The Bourne Identity (1980)
The Bourne Supremacy (1986)
The Bourne Ultimatum (1990)

The Taken Trilogy:

Lost and Found (2005)
The Light-Years Beneath My Feet (2006)
The Candle of Distant Earth (2007)

The Barrytown Trilogy:

The Commitments (1987)
The Snapper (1990)
The Van (1991)

The VALIS Trilogy:

VALIS (1978)
The Divine Invasion (1980)
The Owl in Daylight (unfinished)

U.S.A. trilogy:

The 42nd Parallel (1930)
1919 (1932)
The Big Money (1936)

The Quilt Trilogy (Anne Rinaldi):

A Stitch in Time (1994)
Broken Days (1995)
The Blue Door (1999)

Mayfield Trilogy:

The Surface of Earth
The Source of Light
The Promise of Rest

The Bartimaeus Trilogy:

The Amulet of Samarkand (2003)
The Golem's Eye (2004)
Ptolemy's Gate (2005)

The Salterton Trilogy:

Tempest-Tost (1951)
Leaven of Malice (1954)
A Mixture of Frailties (1958)

Fifth Business (1970)
The Manticore (1972)
World of Wonders (1975)

The Cornish Trilogy:

The Rebel Angels (1981)
What's Bred in the Bone (1985)
The Lyre of Orpheus (1988)

The Danzig Trilogy:

The Tin Drum
Cat and Mouse
Dog Years

Almonds and Raisins
Scattered Seed
Children's Children

City of Glass
Ghosts
The Locked Room

The Nova Trilogy:

The Soft Machine (1961)
Nova Express (1964)
The Ticket that Exploded (1962)

The Wilderking Trilogy:

The Bark of the Bog Owl (2004)
The Secret of the Swamp King
The Way of the Wilderking

Gaea Trilogy (John Varley):

Titan (1979)
Wizard (1980)
Demon (1984)

The Cairo Trilogy (Naguib Mahfouz):

Palace Walk (Bein el-Qasrein, 1956)
Palace of Desire (Qasr el-Shoaq, 1957)
Sugar Street (El-Sukkareyya, 1957)

Sprawl Trilogy:

Neuromancer (1984)
Count Zero (1986)
Mona Lisa Overdrive (1988)

The Soldier Son Trilogy:

Shaman's Crossing (2005)
Forest Mage (2006)
Renegade's Magic (2007)

Dark Elf Trilogy (R.A. Salvatore):

Homeland (1990)
Exile (1990)
Sojourn (1991)

Studs Lonigan Trilogy:

Young Lonigan
Young Manhood of Studs Lonigan
Judgment Day

Icewind Dale Trilogy (R.A. Salvatore):

The Crystal Shard
Streams of Silver
The Halfling's Gem

To the Ends of the Earth trilogy:

Rites of Passage (1980)
Close Quarters (1987)
Fire down Below (1989)

Sword of Honour Trilogy (Evelyn Waugh):

Men at Arms (1952)
Officers and Gentlemen (1955)
Undconditional Surrender (1961)

The Night Trilogy (Elie Wiesel):

Night (1955)
Dawn (1961)
Day /The Accident (1962)

The Old Kingdom Series /The Abhorsen Trilogy:

Sabriel (1995)
Lirael (2001)
Abhorsen (2003)

Sevenwaters Trilogy:

Daughter of the Forest
Son of the Shadows
Child of the Prophecy

Alosha Trilogy (Christopher Pike):

Alosha
Shaktra
Yanti

The Bromeliad Trilogy (Terry Pratchett):

Truckers
Diggers
Wings

The Farseer Trilogy (Robin Hobb):

Assassin's Apprentice (1995)
Royal Assassin (1996)
Assassin's Quest (1997)

Thrawn or Heir to the Empire Trilogy (Timothy Zahn):

Heir to the Empire (1992)
Dark Force Rising (1992)
The Last Command (1994)

Jedi Academy Trilogy (Kevin J. Anderson):

Jedi Search
Dark Apprentice
Champions of the Force

The Illuminatus Trilogy (Robert Shea and R.A. Wilson):

The Eye in the Pyramid
The Golden Apple
Leviathan

Uglies Trilogy (Scott Westerfeld):

Uglies (2005)
Pretties (2005)
Specials (2006)

A Trilogy in Four Parts:

The Hitchhiker's Guide to the Galaxy (1979)
The Restaurant at the End of the Universe (1980)
Life, Universe and Everything (1982)
So Long, and thanks for all the Fish (1984)

Dune: House Trilogy

House Atreides
House Harkonnen
House Corrino

Space Trilogy / Cosmis Trilogy /Ransom Trilogy:

Out of the Silent Planet (1938)
Perelandra (1943)
That Hideous Strength (1945)

The Black Jewels Trilogy:

Daughter of the Blood
Heir to the Shadows
Queen of the Darkness

Star Wars - Han Solo Trilogy (Ann C. Crispin):

The Paradise Snare
The Hutt Gambit
Rebel Dawn

Black Magician Trilogy (Trudi Canavan):

The Magician's Guild (2001)
The Novice (2002)
The High Lord (2003)

The Coldfire Trilogy (Celia S. Friedman):

Black Sun Rising (1991)
When True Night Falls (1993)
Crown of Shadows (1995)