I was somewhat surprised at my first thought when I read the question, but I'll go with it anyway.
The John Ford Trilogy of Cavalry Westerns starring John Wayne. "Fort Apache", "She Wore a Yellow Ribbon", "Rio Grande."
I very much enjoyed Star Wars when it came out, but never bought the rest of the story in the following films. Too much making it up as they went along. Back to the Future didn't make it as II was awful. Godfather had a shot, but III was terrible. LoTR is good, but got long after a while.
The three in Ford's Trilogy are just good story telling.