Hal Hartley: Long Island trilogy (The Unbelievable Truth, Trust, Simple Men)
Edgar Reitz: Heimat trilogy (A Chronicle of Germany, ... of a Generation, ... of Endings and Beginnings)
Kieslowski: Three Colors trilogy (Blue, White, Red)
Wenders: Road trilogy (Alice in the Cities, Wrong Move, Kings of the Road)
Bergman: Faith trilogy (Through a Glass Darkly, Winter Light, The Silence)