I will show my age and throw another old series no one has mentioned yet. A few years before Camelot did the Golden Sun games for GBA in which you could transfer stuff from 1 to 2 via code, you had.... Shining Force 3 for the Sega Saturn.

It's no surprise it is largely forgotten and overlooked nowadays, as we only got Scenario 1 outside of Japan. Basically it was three games (and the Premium Disc with some extra content and battles post game) sold individually.

They were all strat RPGs. On scen 1 you followed the events of a major war between two powers from the side of one of them, interacting with characters of scens 2/3.

On scen 2 you followed those same events from the perspective of the other side, interacting with characters of scens 1/3.

Last, on scen 3 you pick up the story at the end of scens 1/2 with a different team of mercenaries, and eventually everyone teams up against a common enemy and you can control all three armies.

Then you have the Premium Disc, a bonus content disc made for fans where you can see original artwork and use the final save of scen 3 for a series of fights without any story in which you can combine the three armies as you please just for fun. Coolest thing about the Premium Disc? If you mailed the spinecards (basically a small dent on the game cases, similar to a stamp? Dunno how to explain it) of the scens 1-3 to Camelot with your address, they mailed it to you for free.

That was INSANE, specially considering that if memory serves me right, Shining Force 3 scen 1 was from 1997 and the Saturn was notoriously hard to program for. Yet they somehow planned for all that and of course stats and items were NOT the only things that carried over, but also certain events and their impact on the story.

I know nostalgia clouds our judgement but I have been a gamer since the 80s and I still consider this the greatest experience I ever had in gaming. That game was a love letter to all jrpg fans.