Ryan

Adds a shortcode, series-tag, that you can use to create a list of all posts 
that are tagged with whatever tag you pass in.
Series Tag was written to allow you to tag a series of posts with the same tag, 
and then easily link between them without having to manually create links at the 
bottom of each post.
Links are created in date published order starting at the earliest date. All post 
titles are links to the permalink of the post except for the current post which just has its title displayed.
For help or more info, visit <a href="http://www.nutt.net/tag/series-tag/" rel="nofollow ugc">Nutt.net</a>

Series Tag

Adds a shortcode so you can easily create a list of all posts with a specific tag. Written to make it easy to link between a series of posts.

Yudhistira Mauris

This plugin helps you create a series of posts. It creates a new taxonomy named ‘series’ (can be modified via filter, see FAQ). There is no setting needed for this plugin. Once it is installed, assign posts you want to group as a series via post editor.
The plugin also creates a posts navigation on posts that belong to a certain series. See screenshots for the examples.

Easy Post Series

Works beautifully and doesn't have a sucking frontend design, as other similar plugins do!

Series Tag vs Easy Post Series