Hmm, surprised that Terminator's not been mentioned. Perhaps that's because T3 was so dire? Dunno since I haven't seen it.
I've not seen the final installments of LOTR and Matrix yet, so I can't comment.
So, Die Hard it is then. Although I agree with Steve, DH2 is the least strong of the three.
I agree with Rendle, all the other trilogies have at least one sucky weak point (BTTF2 was a bit poo IMO). In fact, I was a bit underwhelmed by Fellowship of the Ring until the second half or so.