For instance, Victoria Thompson has a popular series of historicals called the Gaslight Mysteries, featuring the midwife Sarah Brandt and the police detective Frank Malloy in 1920s New York. The first book in the series is Murder on Astor Place, and then the subsequent titles all begin with Murder On... and end in a place name.
I was writing recently about the book Silent on the Moor by Deanna Raybourn. The first book was called Silent in the Grave - a Shakespeare quote and really an awesome title. But from that point it's a bit downhill, and with the fourth book she's given up entirely on the naming system; it's called Dark Road to Darjeeling.
Then we also have series that could perhaps go on forever, as the nomenclature is not complex. For instance, Ilona Andrews' Kate Daniels series - Magic Bites, Magic Strikes, Magic Burns - you could come up with reasonable titles with the word magic in them probably until the end of time. (Sometimes I snark on this series, like Magic Itches, Magic Drops a Refrigerator On You Magic Tickles.)
So, what related book titles really impressed you? What did you think was problematic? If you wrote a series, would you use related titles?