Resident Evil trilogy on PS1.

Baldur's Gate
Mass effect
Batman arkham
God of war (1 - 3)

Donkey Kong Country Trilogy
Dead Space Trilogy
Crash Bandicoot Trilogy
Spyro Trilogy

Does Super Smash Bros. (64, Melee and Brawl) counts? If so, I love it too.

Mass Effect 1, 2, 3.
Halo 1, 2, 3.

Mass Effect is probably the most seamless... As the trilogy can exist on a single console platform, using the same game engine... And whilst there is an improvement visually from game to game, it's not a generational improvement. There is a consistent art and control style that is seamless between the games.

Geralt, Yeniffer and Triss.

Mega Man Battle Network should have stayed a trilogy.

Hahaha. I believe that's referred to as a thruple...

...that Yen and Triss didn't know they were in.

Anyone here play the Virtua Cop trilogy?

Idk what it is but I wish they'd let Geralt have them both, it's so difficult to decide. I'm on team Yennifer but I feel bad for Triss in being so. 

It’s because the story is so baked around their rivalry. Love triangles are a theme in the books as well → all the way back to Geralt, Yen, and Istredd in A Shard of Ice. And even earlier for other characters, like Foltest, Ostritt, and Adda in the short story “The Witcher”, the first story written.