Are they connected in any way? I LOVE Prince of Darkness.. One of my favorite go-to horror movies, but I had no idea that there was such a thing as an "Apocalypse trilogy"
I think it's a purely thematic trilogy, not one connected by any kind of shared continuity. Basically like Edgar Wright's Cornetto Trilogy, but without the recurring cast and the more consistent level of quality.
Personally I've always thought it was misnamed because one could also sort of fit 'Escape from New York' 'They Live' and I suppose even 'Village of the Damned' into the same category. I've also seen the claim that those three films are a trilogy in that they deal more specifically with Lovecraft-esque cosmic horror scenarios. I don't think that quite gels either since again, there's 'Village of the Damned' & 'They Live' (also possibly 'Ghosts of Mars'? I don't know, I couldn't sit through it.)
I suppose what it really comes down to is that "Apocalypse trilogy" just sounds better than "five or six of the films this guy made are kind of apocalyptic."