Hmmm, are we talking "series" as in "including trilogies and quartets" here, or does it have to be more than that number? Also, what about works that were intended as one (very long) book but are traditionally broken up into several parts that are published separately (like Tolkien's Lord of the Rings) and books originally published in several self-contained parts but now frequently combined into one omnibus volume (like Stephen King's Green Mile)?
Anyway, starting with the beasts that nobody can legitimately dispute are series and moving on from there, based on the assumption that it's "yes" to all of the above:
MULTI-BOOK SERIES ( >5 INDIVIDUAL ENTRIES)
Terry Pratchett: Discworld
J.K. Rowling: Harry Potter
C.S. Lewis: The Chronicles of Narnia
Sheri S. Tepper: The True Game (all nine books, including the Mavin Manyshaped trilogy and the Jinian / End of the Game trilogy)
TRILOGIES / QUARTETS / MULTI-PART OMNIBUS VOLUMES
J.R.R. Tolkien: The Hobbit and The Lord of the Rings
T.H. White: The Once and Future King
Tad Williams: Memory, Sorrow and Thorn
Mary Stewart: Merlin Trilogy
Stephen King: The Green Mile
JUMPED THE SHARK
Anne Rice: The Vampire Chronicles
Unsurprisingly, almost all of my favorite supernaturally-tinged series are fantasy -- and I read both Green Mile and the Vampire Chronicles for pretty much everything but their horror contents. That said, Rice jumped the shark for me when she insisted on using Lestat (of all characters) as a vehicle for exploring her rapidly altering expressions of faith ... shortly before going BBA and thus earning herself a place on my no-go list once and for all. I still like the first books in the series, though, especially the first two.
It's been wonderful to return to Narnia and by the most direct route this time around. My first foray into that delightful realm was eons ago via audio dramatizations, and I listened to the books in publication order then. I always promised myself I would go back and read the actual books, and do so in chronological order. And so I stepped back in ...
I heartily enjoyed both books, but especially TLTWTW with its themes of hope, forgiveness, sacrifice, and restoration. Deep magic in a simple package.
Everyone plus the whole world have probably read the Chronicles of Narnia already, but if by some remote chance you haven't, I highly recommend that you remedy this oversight immediately. Pronto and ASAP. For therein lies magic deeper still.