Oh yes!!! There's been epic stories and characters from Warcraft 1-3 that continued their storylines in WoW. Warcraft had the story layout of Starcraft where you played the campaign as both the Horde and the Alliance, which continued when WoW released where you get to choose a side. 

It is all part of one big continuing narrative though. For example, in Warcraft 3

There's several other examples of characters that started in the original trilogy that continued their stories in WoW. 

So Warcraft 4 would definitely take place after WoW eventually ends lol which who knows when that will be.

A sequel to Freedom Fighters!

The list could be endless, so I will just do one for the most unlikely.

Dynasty Tactics 3.

Dynasty Tactics 2 was quite the satisfying game. If they just made 3 with more of the same, I would love it. Or if they improved upon the map conquering and added more officers and more armys to manage etc, that would be perfect too.

Does Persona 6 count as a "Dream Sequel" ? We all know it's happening, just a matter of when. Aside from that, I'd like to see a sequel to Lost Odyssey, Tales From the Borderlands, and Days Gone.

Start Citizen 2: The Andromeda Galaxy.
A true dream sequel, keep on dreaming!

My Dream sequel would be a Team ICO game made for PSVR 2.0 with all that made ICO, SotC and TLG great.

GTA 6 based on photogrammetry data. Take something like blackshark AI (used for FS2020) to work on all major cities that have photogrammetry data available (3D cities on Google maps) to clean it up and make procedurally generated real cities. Choose your city to play in and all the stories and missions will be procedurally placed inside the chosen city based on meta data for each city (where/what everything is) This is all prepared in the cloud. While playing you stream data from the cloud like FS2020 or pre-download the city you want to play in.

Super Mario RPG (Paper Mario does not count), Hybrid Heaven, Legend of Dragoon (*sigh), Jade Cocoon, Eternal Darkness, Kagero: Deception II, and Wild Arms

Maybe DK64 and Wario Land, too. Boo to the Wario Ware series.

Damn, I totally forgot this series. It's almost, what, ten years since?

Crash 5. Hmm yeah, more brutal levels, third new original playable character and original villain character.(I wonder who!)

Dishonored 3. I kinda would love to see solo Convo Attano backstory in current settings what's gonna happen next chapter. :D

Ring Of Red 2. Firstly I would make the 20 odd minute battles able to be paused or saved, secondly the different troops that accompany your mech in the first game while adding another layer, the games lack of game play options tied to their use and no pathway to continue using and upgrade those that survive the previous battle means their potential is wasted, so I would add RPG elements like class based skill trees for the surviving troopers medics etc and a replacement pool for those that sadly die.

Half-Life 3 

Shadow Hearts Covenant 2   

Pre Halo Reach Game

A Burnout game like the earlier games

Vagrant Story 2

Jade Empire 2

Mass Effect Andromeda 2

Advanced V.G.3 - Yeah, it ended quite well in Advanced V.G.2, but a third game would be great. Maybe even adding NEO characters.

Donkey Kong Country 4 - We need a TRUE sequel to the DKC trilogy. Maybe a miracle will happen and Rare teams up with Nintendo again. Maybe...

Breath of Fire 7 - Please, not as an online game!