Lunar-NET has all the information you'll need.

As for what Lunar games there are,
  • 92/06/26 - Lunar: The Silver Star
  • 94/12/24 - Lunar: Eternal Blue
  • 96/01/12 - Lunar: Strolling School
  • 96/10/25 - Lunar: Silver Star Story
  • 97/11/20 - Magic School Lunar
  • 98/07/23 - Lunar 2: Eternal Blue
  • 02/04/12 - Lunar Legend
  • Lunar: The Silver Star and Lunar: Eternal Blue are for the Sega CD.
  • Lunar: Strolling School is for the Game Gear, but it was never released outside of Japan.
  • Lunar: Silver Star Story, Lunar 2: Eternal Blue, and Magic School Lunar are remakes of the first three games. In Japan, these are for the Saturn, and L:SSS and L2:EB were also ported to the PlayStation. Outside of Japan, L:SSS and L2:EB are only available on the PlayStation and have the word "Complete" tacked onto their titles.
  • Magic School Lunar wasn't ported and wasn't released at all outside of Japan.
  • Lunar Legend is for the GameBoy Advance. It's yet another remake/reinterpretation of Lunar: The Silver Star.
  • Lunar Genesis (tentative title) is a new game that will be released for the Nintendo DS sometime in the future. It'll be the first Lunar game since Strolling School that isn't a remake.
Quote Originally Posted by Azar
Lunar: Silver Star Story was released for the Sega CD years ago. It was followed by Lunar 2: Eternal Blue. Then the games were ported to the PS1 under the names of Lunar: Silver Star Story Complete and Lunar 2: Eternal Blue...I think. They also released Lunar Legend for the GBA which was a remake of Lunar: Silver Star Story.
The original Sega CD games were called Lunar: The Silver Star and Lunar: Eternal Blue. Lunar: Silver Star Story and Lunar 2: Eternal Blue are exclusively the names of the remakes--which are straight-up remakes, not just ports.