TMwNN is a great addition.
Ugh... should we list some that might have been forgotten? This list is from memory, though I'm sure one of you Momos is going to go copy/paste one from the 'net... cheater.
Bourne Trilogy
Batman (Nolan) Trilogy
Star Wars (TOS and the recent mess) Trilogy
The Lord of the Rings Trilogy
Underworld Trilogy (fourth one barely ties into first three)
Raiders of the Lost Ark Trilogy (f#ck the fourth one)
Blade Trilogy
X-Men Trilogy
Spider-Man (Raimi) Trilogy
The Man with No Name Trilogy
Chronicles of Narnia Trilogy
Toy Story Trilogy
The Godfather Trilogy
Ocean's 11 Trilogy
Die Hard Trilogy (f#ck the fourth one)
Terminator Trilogy (see above)
Rambo Trilogy (Rocky's recent film.. the fifth in the series... makes it so it has at least FOUR great films to the franchise, negating its inclusion)
Jaws Trilogy
Evil Dead Trilogy
Matrix Trilogy
Pirates of the Carribean Trilogy
That's all that comes to mind immediately.