Series That Made me Frantic to Get My Hands on the Next Installment

That "oh my god, I must get my hands on the next one immediately or I'll die" feeling is rare and precious and torturous.
  1. The Lord Peter Wimsey mysteries.
    I remember calling Borders at 9:00, knowing they closed at 9:30, to see if they had the next one in stock. They didn't. (This was before your newfangled e-books.)
  2. The Harry Potter books.
    Remember that feeling when you finished one and you knew it would be two YEARS before the next one came out and you weren't sure for you'd survive?
  3. Season 2 of The Office (U.S.)
    Pam and Jim. Jim and Pam. Pam and Jim.