Panzer Dragoon is a series of video games made semi-famous on the Sega Saturn. The crux of these games is that you're riding a dragon through the skies killing everything you see. An anime was made about the games later.
The game that started it all was just "Panzer Dragoon". This was a 3-D track-based shooter with great graphics and music. The point was to stop the "Dark Dragon" who was brining ruin to the world by hunting him down on one of your own. This games started on the Saturn, but later got ported to Win95 PCs. In addition, there is an R-Zone and a handheld version floating around, but getting harder to find.
"Panzer Dragoon 2 Zwei" followed up the original as a prequel, introducing development to the series. You start with a weak dragon, who gets better as you go along. This game also specifically supports analog control, a good thing given how the game plays.
"Panzer Dragoon Saga" (PD3) shocked PD fans by being an RPG spanning 4 CDs. This is one of the most sought-after games for the Saturn. Not many were made, which made this game a collector's item. Story-wise, this is the last game of the series. This game also dispenses with the rails that help define PD 1 and 2. In addition, you can dismount the dragon to walk around, and fights use... menus. But by far the worst disapointment is that you can't just pop in a CD to your CD player and get an hour's worth of music anymore.
The anime was based off the original PD, and is only 35 minutes long, but what can you expect from a game that didn't need a story to begin with? The anime still manages to be inconsistent, but it shows a nice mixing of drawn-animation and CG. Get this is you are a completionist going for all things PD, otherwise you might as well skip it.
PD 1 and 2 should be must-owns for any shooter fan, they have great gameplay and even better music. If you couldn't hear it straight from the CD I'd be hunting soundtracks. Good luck finding these games though, as the Saturn drifts further into the mists of history.