There are quite a few for me, actually:
1) Quest for Glory series - text-parser and point-and-click games, this was the most shining star of the Sierra adventure classics. It had RPG elements, but done in such a way that few RPGs have followed since; stats weren't raised based on you allocating points, stats were raised based on you using those abilities. Each game was a classic in its own right, and the final game wrapped everything together into an awesome package of a series.
2) Fallout - so few times can a game get away with being so similar between the first game and its sequel, but in the case of Fallout, more of the same was a great thing. Fallout was almost perfect in its first form, so keeping it the same didn't ruin anything.
3) Prince of Persia - When you ask me what the trilogy of Prince of Persia is, I wouldn't say Sands of Time, Warrior Within and Two Thrones on the PS2/XB/GC/PC. To be honest, I haven't played Warrior Within or Two Thrones yet. But when I declare the PoP trifecta, I say it's the very first Prince of Persia (PC, and remade for SNES), PoP 2: The Shadow and the Flame, and PoP: Sands of Time for GBA. For some reason, I just dig the 2-D platform style more than the 3D environment.
4) Fatal Frame - I'm a horror fan, so this needs no explanation.
5) Silent Hill - see above.