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An interesting factoid: most of the great Victorian novels (e.g. Dickens) were originally published in a magazine form where you would get little installments each time a periodical was published until the novel was complete. There are stories of people waiting on the docks of New York harbor to get their hands on the next installment of whichever Victorian novel was being published then. Because there was no immediate communication between England and America British readers would find out whether a beloved character lived or died weeks before the American readers.
But these were not series in today’s sense because those novels were each a world unto themselves with a distinct beginning and end in the shape we associate with the modern novel.
And Shakespeare did it himself with for example Henry IV Part 1 being continued into a completely separate play, Henry IV Part 2.
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