The Collaborative International Dictionary of English v.0.48:

Tetralogy \Te*tral"o*gy\, n. [Gr. ?; te`tra- (see Tetra-) + ?
   a speech, discourse: cf. F. t['e]tralogie.] (Gr. Drama)
   A group or series of four dramatic pieces, three tragedies
   and one satyric, or comic, piece (or sometimes four
   tragedies), represented consequently on the Attic stage at
   the Dionysiac festival.
   [1913 Webster]

   Note: A group or series of three tragedies, exhibited
         together without a fourth piese, was called a trilogy.
         [1913 Webster]

WordNet (r) 3.0 (2006):

tetralogy
    n 1: a series of four related works (plays or operas or novels)