Mega Man X3 and Mega Man Zero 3, Ratchet and Clank: Up Your Arsenal, Metal Gear Solid 3, Grand Theft Auto 3, Devil May Cry 3: Dante's Awakening, Super Mario Bros. 3, The Legend of Zelda: A Link to the Past, Persona 3...
To sum up: Yeah, plenty. Usually the third game is actually where the...