1. The Lightning Thief
2. The Sea of Monsters
3. The Titan's Curse
4. The Battle of the Labyrinth
5. The Last Olympian
There are 3 books in the subsequent Heroes of Olympus series:
1. The Lost Hero
2. The Son of Neptune
3. The Mark of Athena
There are also other books in the Percy Jackson universe, including:
* The Trials of Apollo series
* The Kane Chronicles series
* Magnus Chase and the Gods of Asgard series
It seems like you might be thinking of the "Heroes of Olympus" series, which continues the story of Percy Jackson and his friends.
Perhaps you're also thinking of "The Demigod Diaries", which is a collection of short stories and novellas, or "The Demigod Files", which contains more supplementary material.
Let me know if you need more information!