Tetralogy
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A tetralogy is a compound work that is made up of four (numerical prefix tetra-) distinct works.
The name comes from the Attic theater, where tetralogies were meant to be played in one sitting at the Dionysia. In more recent times, Shakespeare wrote two tetralogies, the first consisting of the three Henry VI plays and Richard III, and the second consisting of Richard II, the two Henry IV plays, and Henry V.
In modern times, the term has also been applied to novels, such as Ford Madox Ford's Parade's End, Henry de Montherlant's Les Jeunes Filles and Yukio Mishima's Sea of Fertility.
The 20th Century Fox marketing team coined the synonym "quadrilogy" for the release of their Alien DVD box set The Alien Quadrilogy. This is a made-up word and is not in common usage.