Do writers ever give parts of a series separate titles?

Actually I can't think of any book series where they different books don't have seperate titles. Oh wait there's Harry Potter and the {insert magical thing here}

All the others that I know of have separate titles.

Yes. My series is called "Illuminated" but it is not included in any of the titles, which are simply:

1.Blinded by the Light

2.Resolutions

3.The Hand that Feeds

4.Legacy of Legend

5.Rendariyon

You are unfamiliar with the Song of Fire and Ice series? The Game of Thrones was the title of the first book.

There's also the Dresden Files books, 15 of them now, each with separate titles yet known as the Dresden Files.

First, Star Wars is a serial, not a series, as stated by G, Lucas on several occasions. Therefore, one story, in several episodes . Star Wars is the works title. The rest of the nomenclature that follows are the episode titles.

I think it's so cute how thousands upon thousands of kiddies who've never published so much as a short story or a poem want to know all about the details of how to write a 72-volume "series."

I'm with Gigapie on this one.