The Title Saga

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Saga is originally an Old Norse word meaning “story” or “epic tale”. It has immigrated into English by way of The Icelandic Sagas, which were first translated into English in the 19th century.^{Etymology ramble}

Since then, “saga” in English has the meaning of a long, epic story, sometimes with the subtext “long-winded”.

Titles containing "Saga" most often come in the format "(The) X Saga" (the article is optional). X is sometimes the protagonist, but can be practically anything — though usually a proper name or a noun. “Saga” is simply attached at the end, treating the whole title as a compound term.

In the original Norse sagas, there was always a genitive case involved — mostly of the type " saga" or "Saga of ".

A third, rare variant is "(The) Saga" (not always clearly distinguishable from the first type).

This kind of title usually lampshades that the work is a series of more-than-average length and/or has a considerable number of instalments.

Compare The Legend of X.

Examples of the The X Saga type:

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Anime & Manga

Each of the Dragon Ball Z Story Arcs is titled a saga, such as the Saiyan Saga, the Namek Saga, the Cell Saga, the Buu Saga; among the shorter ones are Androids Saga, Garlic Jr Saga and the Great Saiyaman Saga.
Excel♡Saga
Future GPX Cyber Formula SAGA, the third OVA in the series.
Kerberos Saga
Mazin Saga
Mermaid Saga
Vinland Saga
Zombie Land Saga:
- An interesting case in that it originally referred to the prefecture in Japan, but due to a lucky case of In My Language, That Sounds Like..., it works here too.
- Every episode title has the word "Saga" incorporated somewhere.

Comic Books

The Clone Saga, starring Spider-Man.
The Dark Phoenix Saga, starring the X-Men.

Fan Fics

Film

The Twilight Saga, the film version of the Twilight books.
Furiosa: A Mad Max Saga, the prequel to Mad Max: Fury Road.

Literature

The full title of Battlefield Earth (both the book and the film) is Battlefield Earth: A Saga of the Year 3000.
The Bedwyn Saga
Commonwealth Saga
The Elric Saga by Michael Moorcock.
The Forerunner Saga, a trilogy of Halo novels set roughly 100,000 years before the games.
The Forsyte Saga by John Galsworthy (written 1906-21) shows that this type is at least as old as the early 20th century.
The Golden Hamster Saga
Great Alta Saga
The Gor series has "The Xth book in the Tarl Cabot Saga" or "the Saga of Counter-Earth" on the covers, but it's not part of the official title.
Heechee Saga
The Lightlark Saga
Maradonia Saga
Seafort Saga
Synergenesis Saga
The Transall Saga
The Twilight Saga
Vorkosigan Saga
The Wingfeather Saga
Books three through seven of The Witcher series are known collectively as Blood of the Elves Saga.
The Dragon Wars Saga