Gargoyles comes to mind. Season 1 was the origin and setup. Season 2 had heavy world building and lots of back history. You discover characters are not who they seem (e.g. Owen), then you have the world tour and it finally ends with an old enemy becoming an ally and an entirely new enemy.

Meanwhile there is an entire tapestry of continuity throughout.

True fans pretty much ignore season 3 (except for the first episode).