If I had to pick one I have to go with Metal Gear Solid.  I have liked every numbered entry in the series more than the last, with MGS 4 being my favorite MGS game so far.  The story was one of the best I've ever played in a video game and once I started playing it hooked me and its one of those rare games I was not able to stop playing.  To be honest I don't see them topping 4 for me just because I like Snake way more than Big Boss, but that could change as I still have to completely beat Peace Walker, but Ill make sure I do before 5 comes out.  So anyway what game series do you think has been able to continuously improve as generations passed?

Note: Can't pick games that have only been around for one generation like Uncharted.

For me it would be Zelda! Each new installment is better than the last one (at least for me)!!

ermm, pokemon.

very very slightly. Not that I'd give them all high scores because some of them lost "Magic", and didn't improve enough. But they add a little bit more mechanics every game which enhances depth.

From the perspective of "if you've never played a pokemon game which one would you recommend?" I'd pretty much recommend the latest pokemon every time

Sports games are another like NBA 2K series, and Madden. The best in each generation is better than the generation before it, even if they rehash a lot within said generation.

Good timing, I just finished MGS3 like 10 minutes ago lol.

This is a tough question. Most series have at least one game that was worse than its predecessor. Does something like Pokemon or racing sims/sport games count? They're generally just the same game with added content each time, but each is generally better than the last. There are also games like Portal, TF2 and L4D that I think would apply, but there are only 2 games in each franchise, which makes it too easy.

You put more thought into this than I did lol :P.

Super Smash Bros. is the one that comes to mind. Each installment has been better than the last.

For long running series I think any story driven games are unlikely to be counted in many people's answer... so it would have to be something like a racing series (Forza/GT) or maybe a strategy series like SimCity or Civilization (though thanks to the recent SimCity 5 I suspect that is unlikely)

Most of Nintendo's franchises have been in decline for a while now:

Zelda
Smash
Metroid

I think there's a few story ones, MGS didn't really start off as a story driven game but its turned into one and there's Professor Layton and Phoenix Wright maybe, I haven't played either but I heard they are getting better and better.  There's also games like Disgaea and FE, but those are completely subjective.  Tbh most story driven games are JRPGs and most of those have at least one bad game in their series, look at Tales of, one of the long running most loved series, but you can't include it because of Tales of Legendia.  

Grand Theft Auto.

Started out as a top down series that wasn't really anything special. Had its break out success with GTA3 and improved even more with Vice City and San Andreas. GTA4 was something of a misstep IMO, but still an amazing game overall. The DLC made it even better. And GTA5, being released at the tail end of a generation, is one of the best games of all time. I can't wait to see what Rockstar will do with the PS4 and XB1 hardware.