El Mariachi-Desperado-Once Upon a Time in Mexico
Brilliant movies. El Mariachi was made on a total shoestring budget, and it shows in the cinematography. But then Rodriguez does some great "call backs" in the later movies to the earlier ones, and they basically each retell the same story with twists, and bigger gunfights, and badder bad guys, and well, you just have to include this one on a list of best trilogies.
The director's commentary really adds to the them as well. Cheech Marin gets killed off in the second movie, and Rodriguez really regrets not having his character around. So he basically ignores what had happened, and brings Cheech back, only to have Johnny Depp do unspeakable things. But then Depp gets his. Plus he tells how to make the puerco pibil, which I've made several times since. Always a winner, and nobody's shot me yet over it.