Castlevania. Although the last numbered one was Super Castlevania IV, does that still count?
If it does, Contra. The last numbered entry was Contra 4. Before that, in spite of all the sequels, the series never numbered past 3.
In the same vein as the previous two, Final Fantasy. One could argue Final Fantasy is a series of trilogies. 1, 2, & 3; 4, 5, & 6; 7, 8, & 9; X (I don't call it 10), 12, & 13. Each set represents a different phase or artistic period. If they make a third MMO (please don't, Square!) then 11, 14, and *new number* would form another "set of three".
Super Mario Bros. There hasn't been a "Super Mario Bros. 4"; they gave up on numbers after 3.
Also, Super Mario Land (the GameBoy series) stopped numbering after 3 and is a fantastic series.
Jak and Daxter.
Warcraft.
The Sims. Hard to believe, I know, but there are only 3 numbered Sims games.
Halo. I don't like them personally, but I recognize their impact on the industry.