trilogy

from The American Heritage® Dictionary of the English Language, 5th Edition.

• noun A group of three dramatic or literary works related in subject or theme.

from The Century Dictionary.

• noun Originally, in the Greek drama, a series of three tragedies, each forming a complete part or stage in a historical or poetical narrative; hence, any literary, dramatic, or operatic work consisting of a sequence of three parts, each complete and independent save in its relation to the general theme.

from the GNU version of the Collaborative International Dictionary of English.

• noun A series of three dramas which, although each of them is in one sense complete, have a close mutual relation, and form one historical and poetical picture. Shakespeare's “ Henry VI.” is an example.

from Wiktionary, Creative Commons Attribution/Share-Alike License.

• noun A set of three works of art that are connected, and that can be seen either as a single work or as three individual works. They are commonly found in literature, film, or video games.

from WordNet 3.0 Copyright 2006 by Princeton University. All rights reserved.

• noun a set of three literary or dramatic works related in subject or theme