I think Ghavrel's point about the definition of "series" is a valid one at least for Tolkien (I'm not going to argue series I haven't read or discuss some that could be minefields for other reasons). The situation with Tolkien and the Silmarillion is nothing like Martin's recent problems with irate fans. It wasn't like Tolkien published The Two Towers and then said, "hey, the last book is coming out in a year or two", then proceeded to drag things out for five years while everyone was waiting to find out how Sam was going to get Frodo out of the Tower of Cirith Ungol.

The Lord of the Rings was a discrete story with a beginning and an end, and The Hobbit was essentially the same, though it obviously set things up for the trilogy.

While I'm sure Middle Earth fans were dying for more of the same (just as Harry Potter fans pester J.K. Rowling), the stories of Silmarillion are completely different and separate from those of the Lord of the Rings. If Rowling were to write some new Harry Potter books, it wouldn't really be the same "series" anymore, and there isn't the same understanding that a story has been left hanging.

Wheel of Time, for example, is a series that is validly in the list that you made. I'm sure there are others. I just think that trying to say that a "series" is continuing, when one book does not depend intrinsically on the ones before it for reading pleasure, is a bit difficult.

Of course, I'm eager to see if Martin's latest book was worth the wait.