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Reading the unfinished "Song of Ice & Fire" (just finished Dragons) has me wondering: What are some long narrative-arc series that the author/creator does actually manage to pull together really well in the end?

X-Files (which I watched the whole way through) was a mess, Lost (which I never watched) fell apart, and books are famed for succumbing to series rot. The only long narrative series I can think of offhand that I've read/watched that comes together really brilliantly in the end is Sandman.

What else?
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Isn't LotR the responsible party here?

(Everything else I've thought of has, indeed, ended in a shambles.)
I've seen and generally liked the movies; never read the books.
BTW the only TV examples I can think of tend to be very self-contained. Veronica Mars season 1 was really nicely plotted and tied together beautifully; taken on its own, I'd say it counts. But the series as a whole (including season 2 & 3) isn't really driving at one big arc.
People talk about the Malazan series as finishing up well after ten fat books. I couldn't get into it, though.

Dorothy Dunnett. You can say that the Niccolo books sort of lost focus at the end, but not by much.
Hmm... non-LOTR examples.

Books: I would say that the Hunger Games Trilogy wraps up nicely. Might include Harry Potter as that seemed to pull many loose ends together. (both books and movies).

TV shows: Babylon 5 (after 1st season, which I didn't much like), Battlestar Galactica (the recent one) -- mostly worked, although the religious aspect didn't work for me. 24 (first 2 seasons).
LOTR doesn't even count, as I recall. My impression was that it was written as a monolith, but got chopped up into three volumes for publisher convenience or some such.
Mistborn, though that's a mere 3 books. I have faith in Sanderson to pull his new 10-book series together as well, though.

On the "stay the hell away" end of the curve: Wheel of Time (STILL not done), Sword of Truth (even Ayn Rand would classify it as shitty).
It was mentioned very briefly above, but Babylon 5 is probably the prototypical television example of it, with the first four seasons being a very tight series of arcs. Way better than any of the other movies or TV shows mentioned here, at least to my eye. I also disagree with the comments about its first season: I think it's good as it is, but it spends a lot of the time laying the groundwork for things that are paid off one, two, or three years down the line. You can't fully understand or appreciate the scope of what it does without the first season. The fifth season loosened up a little bit, and not to the show's benefit (as, for various reasons, the two largest chunks of story had been resolved), but overall the effect worked extremely well and really kept you involved from start to finish. Seeing how the characters grew (or didn't), learned from their mistakes (or didn't), or overcame their flaws and temptations (or didn't) over such a long period of time was an enormous part of why the series succeeded and what made it unlike anything else on television. It's not perfect, and parts of it (particularly the special effects) haven't held up well, but it's an outstanding example of storytelling on an epic-for-television scale.
RE: Babylon 5: FWIW, I agree that the first season lays necessary and important groundwork for the later seasons. And I don't recommend skipping it. I just had some issues with the production quality and individual performances... and it has been a long while so might be remembering it more critically than I was at the time.
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