They are tied together by the following things:
- Directed and co-written by Sergio Leone.
- A soundtrack composed by Ennio Morricone.
- Being Westerns filmed far from America — in Spain, since it has more Wild West-type terrain than Leone's native Italy does.
- The main protagonists consistently are anti-heroes at best, either bounty hunters or opportunistic drifters/outlaws.
- Clint Eastwood is in all of them, popularly referred to as the Man With No Name. Although he is referred to by a different name in each film ("Joe", "Manco", and "Blondie" respectively), all of them are nicknames given to him by another character, and it's unclear whether he is even supposed to be the same character, at least until he picks up the poncho he wears in the other two films towards the end of The Good, The Bad and the Ugly. He had to squint due to the brightness of the Spanish desert that was used as film set, and it ended up a trope.
- It also features Leone's regular cast members consisting of the likes of Aldo Sambrell, Benito Stefanelli, Lorenzo Robeldo and Mario Brega, and both Lee Van Cleef and Gian Maria Volonte appear in two films. Additionally, it was dubbed in its entirety at Titra Studios in New York, with the exception of scenes added back into The Good, the Bad and the Ugly in 2003 which were dubbed at Intersound in Los Angeles.
- It spawned a series of five tie-in novels: A Coffin Full of Dollars, A Dollar to Die For, The Million Dollar Bloodhunt, Blood For a Dirty Dollar and The Devil's Dollar Sign, as well as Novelizations of the films themselves.
The "Dollars Trilogy" is simultaneously a Thematic Series (there are no story connections at all and only some cursory Continuity Nod moments) and a Deconstructor Fleet, depicting the Wild West as a grim Crapsack World. Together, they tell how the West was tamed, and where Men with No Name fit in all of that.
This series ended Black and White Morality in later Westerns. It also made everyone who made Westerns after these films want to cast Clint Eastwood, not to mention the Fountain of Expies his image generated.