Final Fantasy :P
The 7th Guest didn't need a sequel and by all accounts The 11th Hour was a game that no one really wanted to make but cash + creating a product series a studio could stand upon seemd to be more important.
Myst didn't need any sequels since it was terribly overrated to begin with.
Grandia should never have had sequels made, especially since they totally threw out the world created in the original (my all time favorite RPG). To this day I still can't believe that people go on and on about Grandia II when compared to the original it was an ubereasy joke of a game.