A series is a related set of things that occur one after the other (in a succession) or are otherwise connected one after the other (in a sequence). The specific meaning depends on the context.
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Electronic Arts :: Game Creators

FilePlanet: Burnout Series - Offers movies, trailers, and demos.
Meta Description: [ FilePlanet is the ultimate Burnout Series download resource for fast, reliable downloads and the largest collection of gaming files on the net. ]
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