I’ve never heard anyone refer to Indiana Jones as a “story.” It’s really weird considering that none of the three movies even directly reference the existence of the others.
Indy knows what the Ark looks like in a nod in Last Crusade.
And of course they aren’t literally a single continuous story, but I assumed everyone here is smart enough to figure out what I meant. They are three selective stories from the life of a character, and they all add into a good overall thingamajig.