For example:
* Correct: I'm a big fan of the *Harry Potter* series.
* Incorrect: I'm a big fan of the *Harry Potter and the Sorcerer's Stone* series.
* Correct: I recently read *Harry Potter and the Sorcerer's Stone*.
* Incorrect: I recently read *Harry Potter and the Sorcerer's Stone*.
The series title is treated as a proper noun and is italicized (or underlined, though italics are preferred in modern style guides). The individual book titles are also italicized, but the series title itself is only italicized if you're referring to the series as a whole.