Just some examples off the top of my head that have greatly achieved that cohesiveness...
Final Fantasy Tactics
Tomb Raider series
Vagrant Story
Legend of Legaia
Streets of Rage/Bare Knuckle series
Mana/Seiken Densetsu series
Terranigma
Final Fantasy Tactics Advance and A2
Kingdom Hearts series
Final Fantasy (numbered) series
Final Fantasy Crystal Chronicles series
Ys series
Shinobi series
Dragon Quest series
SaGa series
Harry Potter RPG Trilogy (GBC Philosopher's Stone and Chamber of Secrets, GBA Prisoner of Azkaban)
Skeleton Warriors (PS1)
A Bug's Life (PS1)
The Lion King (Genesis)
Final Fantasy Tactics
Tomb Raider series
Vagrant Story
Legend of Legaia
Streets of Rage/Bare Knuckle series
Mana/Seiken Densetsu series
Terranigma
Final Fantasy Tactics Advance and A2
Kingdom Hearts series
Final Fantasy (numbered) series
Final Fantasy Crystal Chronicles series
Ys series
Shinobi series
Dragon Quest series
SaGa series
Harry Potter RPG Trilogy (GBC Philosopher's Stone and Chamber of Secrets, GBA Prisoner of Azkaban)
Skeleton Warriors (PS1)
A Bug's Life (PS1)
The Lion King (Genesis)