This is a series of posts explaining how to implement a post series in plain simple style, within your favorutie static site generator - Jekyll
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This post also shows how I already used the system that I am about to explain, to show the post you are reading, as a part of series.
This post acts as index file for series of posts, i.e. it will list all sub-posts of the series and you can reach any part of it, anytime. A link to this post will also show up in the individual sub-posts, so you can get back here easily. Also, your blog index can list this post as a single entity, rather than listing all sub-posts.
Below you will find releavent posts explaining the implementation.