The entire series is:

1. The Clan of the Cave Bear
2. The Valley of Horses
3. The Mammoth Hunters
4. The Plains of Passage
5. The Stone Shelters

I aggree that the Clan is a wonderful book, and sequels 2, 3 and 4 are also very good (although if you read them back-to-back there is a lot of repetition, as each book in a series typically has to stand up as a book in it's own, so a certain amount of backround info is repeated in each book). The 5th one was, IMHO, a HUGE disapointment, with very little to offer in terms of plot, and it was far too long (one of these books where you keep waiting for something to happen, and it never does!!). There was supposed to be a 6th one - I doubt that I would even bother to read it.