Truth, my friend. 
There are 9 games in the series; 3 of them are on game boy, 3 of them were on SNES, but never released in the United States, 2 of them are on PSX, and the latest one is on PS2.
The first 3 were released in the U.S as Final Fantasy Legend 1-3 on Game Boy. The actual names are Makai Toushi SaGa (Knights of the Demon Tower SaGa), SaGa 2 Hihou Densetsu (SaGa 2 Legend of the Secret Treasure), and SaGa 3 Jikuu no Hasha (SaGa 3 Ruler of Time and Space).
The next 3 were the SNES ones, called Romancing SaGa 1-3. They were never released in the U.S, but fan translations of all 3 have them have been worked on. RS1 & 2 are pretty close to completion; and RS3 has been complete for about 4 years now. http://donut.parodius.com <— They have the translation patch, and information on how to use them if you don’t know. All you have to do is find a rom.
The next 2 were the SaGa Frontier games on PSX. There really isn’t much else to say about them; this is where the games stopped being so much different from U.S to Japanese versions. 
There WAS another game on this one handheld console in Japan called WonderSwan Color, which has a game on it called Wildcard. Of course, it’s a card game
It was done by I think the same group that does the SaGa games, and originally was going to be called a SaGa game. Later in the development though, as I hear, the 'SaGa part was dropped from the title. It really is a cool looking game, but since I don’t know any japanese, it’s kinda hard to play it.
You’d be hard-pressed to find a rom too; I don’t even remember where I found it 
Then, the last game, of course, is Unlimited SaGa, on the PS2. Again, not much to say on this one, I’m pretty sure there weren’t really a lot of changes between versions.