The 'Dollars Trilogy' is the only trilogy I know that got exponentially better with each film.

Although 'The Man With No Name' officially is the Dollars trilogy's antihero, it has unofficially become known to refer to these roles in addition.

Harmonica in Once upon a Time in the West
The Stranger in High Plains Drifter
The Preacher in Pale Rider

These are all mysterious characters, although I limit the phrase to the Dollars movies only.