Bourne stuff wasn't bad either, also Clint Eastwood's western Trilogy is a classic... Matrix?
If we play the 4th one doesn't count, then where the hell is Die Hard?
This list will be totally rewritten though when Fincher's The Girl with the Dragon Tattoo trilogy is finished (first part is in cinemas on the 26th), or whenever the The Dark Tower series will be adapted to a movie. Weird though that Stephen King had everything but his shopping list made into a movie as soon as they came out, except his greatest novel series, the one he's most well known for...