Late 70s Robert Fripp trilogy: Peter Gabriel - Peter Gabriel (Scratch) Daryl Hall - Sacred Songs Robert Fripp - Exposure Donald Fagen's Nightfly trilogy: The Nightfly Kamakiriad Morph The Cat You could consider the three original albums Fairport Convention recorded with Sandy Denny a sort of trilogy: What We Did On Our Holidays Unhalfbricking Liege & Lief And last but not least, I'd consider Harry Nilsson's "Schmilsson" trilogy a sort of "false trilogy," since it's largely one in name only: Nilsson Schmilsson Son of Schmilsson A Little Touch of Schmilsson In The Night
Meat Loaf did a literal Bat Out of Hell trilogy, though #3 didn't get much love. Another true trilogy is Green Day's Uno/Dos/Tre.
Riverside Out of Myself Second Life Syndrome Rapid Eye Movement Acknowledged by the group as the Reality Dream trilogy.
False trilogy and not even about the music, but Roger Dean’s artwork on Fragile, Close to the Edge and Yessongs tells a beautiful little story that really fits the music of Yes.
No, Lather was created by Frank and offered to Mercury Records after Warner Brothers declined to release In New York unedited, Studio Tan, Hot Rats III and Orchestral Favorites. Once Warner found that Lather was going to be released by a different company, they sued Frank to block its release, which was supposed to happen on Oct 31, 1977. Warners then released the four titles during 1978-79 changing the title of Hot Rats III to Sleep Dirt. The entire Lather story really isn't part of this thread and can be found in greater detail elsewhere.
Pete Townshend’s albums to his inspirational Meher Baba... Happy Birthday (1970) I am (1972) With Love (1977)
Erasure: Chorus, I Say I Say I Say, and Erasure (s/t) - Vince Clarke went full analog synths with Chorus as a synthpop masterpiece, and wrapped up the trio with the hybrid analog-modular-pre-electroclash sleeper that's the culmination of his genius. OMD: Junk Culture, Crush, The Pacific Age - OMD's pop-rock days, often frowned upon by fans of early-OMD.
I was about to say the so-called "Berlin trilogy" is a false trilogy because Low wasn't recorded in Berlin, neither was Lodger. Then I consider that Bowie did another trilogy in the 90s, which I would call "the industrial trilogy": Buddha of Suburbia, Outside and Earthling. Three albums linked by the same instrumentation and ambiance. And none of the albums before or after that would be like that.
Robert Fripp's 'Drive to 1981' trilogy: Exposure God Save the Queen/Under Heavy Manners The League of Gentlemen
Recently, King Gizzard & The Lizard Wizard’s “Explorations into Microtonal Tuning” trilogy: Flying Microtonal Banana K.G. L.W.