I gave it a go for some of the most prominent researchers I know (and know of), and some masters from the past, and failed to find any examples. I only checked those papers who have (roughly) the same title, plus a "Part 1, 2" or "Part A, B", and they were from the same source.
But wouldn't it be wrong to call it a "series of papers" if they were not published in the same journal? In any case, if they are not published in the same journal, then there would have to be a substantial overlap between them, and that would make it difficult for journals to accept: the need for replications of texts from previous papers in a different journal could breach the copyright, for example.
It would be interesting to see if anyone else can find an example.
Kory Floyd published a series of at least 15 papers exploring Human Affection Exchange across multiple journals. His papers used biophysiological methods to help develop a new theory. I have included reference information here for the first paper in the series as well as the last:
Floyd, K. (2001). Human affection exchange: I. Reproductive probability as a predictor of men’s affection with their sons. Journal of Men’s Studies, 10, 39-50. (http://mensstudies.metapress.com/content/j070401381158838/)
Floyd, K., Hesse, C., & Haynes, M. T. (2007). Human affection exchange: XV. Metabolic and cardiovascular correlates of trait expressed affection. Communication Quarterly, 55, 79-94. (http://www.tandfonline.com/doi/abs/10.1080/01463370600998715#.U8oAsLHrz08)
You can find Kory Floyd's vita here to locate the names of the other manuscripts in the series: http://www.koryfloyd.com/Home_Page_of_Dr._Kory_Floyd/My_Research_files/Floyd%20CV.pdf