dont forget about the

Die Hard series
Lethal Weapon (Although there are actually 4)

Also i like Indiana Jones and Back to the Future

Jersey Trilogy
best 5 movies evar

its gotta be the original star wars trilogy
although i might have to say LOTR is the best ever
the terminator trilogy wouldve been good but the third movie wasnt as good as 1 or 2

LOTR, definitley.
X-Men, when it ends.
Star Wars episodes 4-6


And who could forget Home Alone?

(I could, they sucked.)

Maybe I overanalyse a little when it comes to these things, but for me, when you're talking Trilogies, to be a good trilogy, all of the movies in it have to be good.

Hence, while I rate the Godfather parts I and II amongst the greatest movies of all time, Part III was a let down, so as a trilogy it's not as good as say Indiana Jones in which all three were groin-grabbingly good as Homer would say.

So therefore:

Star Wars 4-6
Indiana Jones
Man With No Name
Lord of The Rings
Die Hard
Evil Dead

Its shaping up to be LOTR. We will find out in December. Im pretty sure it will be good though, I have good faith in Peter Jackson. Some of his decisions may not be loved by the hardcore fans, but he does know how to make a good movie.

Back to the Future is way underrepresented here. Good stuff.

Also
Evil Dead
LotR barring a catastrophe in the 3rd installment...

was thinking about it today and would add the Beverly Hills Cop trilogy to my list.