Unfortunately, we don't have a lot of experienced copyright people on the board, and I'm one of those that does not have a lot of copyright experience.
Here are a some thoughts, however.
Yak gives a good summation and, as he points out, titles aren't subject to copyright.* What is subject to copyright is an original work of authorship fixed in a tangible medium of expression. Also note that the minute your work becomes so fixed--recorded on film or digitally, written down as a screen play, etc.--you have a copyright in the work in that form. To enforce this right, however, you'll need to have the copyright registered--what is commonly referred to as "copyrighting" it.
Do NOT try to get a trademark on your title thinking that will protect the underlying work. The function of trademarks is to show that a good or service comes from the same source as other goods/services bearing the same mark. It's like: when you see golden arches at a fast food restaurant, you know it's a McD's. Having a trademark in the arches doesn't protect the formula for their hamburgers nor their menu. All a trademark does is provide a means for customers to trust that goods/services advertised with that certain mark all come from the same place. If someone else uses golden arches in connection with restaurants, it would likely confuse customers--so McD's can sue for infringement.
As for the series aspect, there is a concept in copyright related to copyrighting a series of works, but I believe this is usually used for compilations -- anthologies, magazines, and such. That's probably what MYK was thinking of and may or may not be relevant to your project.
What Isaac is talking about is, as he points out, something different from copyright: namely, the concept in trademark law that you may have a family of marks whereby a phrase or certain tag line, e.g., may be used to show that all the marks with this common aspect are connected. E.g., when it comes to food, McD's probably has a "family" mark in the "Mc" which they use on so many of their food products. (You couldn't go out and sell McMangoes, e.g., even though McD's isn't selling them.) Such families can also be found in the context of titles of written works, showing that although the titles vary, the works all come from the same publisher or other common source, such as the "for dummies" series. While you might want to use a trademark in connection with the performances you're creating, you need to remember that trademark involves a whole other set of issues distinct from copyright and will not protect the underlying work.
If you're serious about protecting your work from being copied, you really should consult with someone who works in entertainment law or otherwise knows how copyright plays out in the performing arts.
If that's totally out of your budget, read up on copyright basics as Yak suggests, then see how far you can get talking with the copyright office staff. The actual cost of applying to register a copyright is quite cheap--but keep consulting to make sure you're registering the right thing to get you the protection you want.
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*Yak says "usually," but my understanding has always been that this is never the case.