From Sega Retro
Wonder Boy is one of the most confusing game series ever, hurt further by a complicated release and localization scheme. It might as well be a brand for its developer Westone rather than a series.
There are six games, and the majority of these are actually a separate Monster World subseries that appeared when the second Wonder Boy, the first Monster World, became popular enough to make sequels to it. There's even an arcade/console split very similar to Golden Axe.
Then you have Westone wanting success beyond Sega and taking nearly all of the Wonder Boy and Monster World titles to other platforms, many of these ports being renamed and de-Wonder Boy'd. In particular, the first Wonder Boy was eventually transformed into a huge Hudson Soft series called Adventure Island.
The six main titles actually developed by Westone are as follows:
- Wonder Boy
- Wonder Boy in Monster Land ("Land" was changed to "World" for the port, beginning the Monster World subseries)
- Wonder Boy III: Monster Lair
(The above are functionally the "arcade trilogy".)
- Wonder Boy III: The Dragon's Trap (Monster World II)
- Wonder Boy in Monster World (Monster World III)
- Monster World IV
(These are the "console trilogy".)
There is also something of a licensed revival of the series in the form of a remake of The Dragon's Trap, and new title Monster Boy and the Cursed Kingdom. The latter was originally going to be a sequel to a shmup (Flying Hamster), which is amazingly appropriate.