Originally Posted by HarryT
One that immediately springs to mind is Patrick O'Brian's "Aubrey/Maturin" naval series, which is often described as a single novel in 20 (plus one unfinished) volumes.
I don't think I'd agree. All the Aubrey/Maturin novels stand alone as complete stories, with the possible exception of one pair which followed on fairly directly, that I can't quite remember (around Reverse of the Medal?)
It can be hard to draw the series/serial distinction, though. Although Wheel of Time is always building up towards an identifiable finale, the early novels are kind of complete in themselves. And there is normally some kind of character development across a series. I guess the issue is whether a thing feels unfinished or not. Is another book necessary or just nice?
While I was sad there were to be no more Aubrey/Maturin novels, I don't see what they would have been building towards, and what we have is still great. Whereas if there's never an ending to Song of Ice and Fire it will kind of damage the whole thing.