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The Fast and the Furious series are released in this order.
1)The Fast and the Furious
2) Fast 2 Furious
3)The Fast and the Furious: Tokyo Drift

And when I talk about the series, what would be the most natural way of saying?

I like the part 2 in the series.
I like the 2nd episode in the series.
I like the 2nd story in the series.

Comments  

"Episode" is for TV shows. "Part" is used only if the movie is actually presented in parts or calls itself that, like The Godfather: Part II. "Story" is not used in this context. I think you usually hear "movie": "I like the second Fast and Furious movie."