Main Entry: trilˇoˇgy
Pronunciation: 'tri-l&-jE
Function: noun
Inflected Form(s): plural -gies
Etymology: Greek trilogia, from tri- + -logia -logy
Date: circa 1661
: a series of three dramas or literary works or sometimes three musical compositions that are closely related and develop a single theme

LOTR is all one story, a trilogy is three stories that are put together.