If and when completed, "Haidar" (announced in 2013) will be the third in a particular series. This will be set in Kashmir, while the first two were set in Mumbai and Meerut (and nearby areas) respectively.
What were the first two?
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"Maqbool" and "Omkara". These films were Shakespearean adaptions by the director Vishal Bhardwaj. While the first two were based on "Macbeth" and "Othello", "Haidar" is based on "Hamlet".
More here.