Well, they've been gone as an artform for over fifty years now. But If you enjoyed RAIDERS OF THE LOST ARK or STAR WARS, you've seen films inspired by those serials, made by men who grew up at Saturday matinees and still love the memories.
A little background here. Up until the early 1950s, when you went to the movies on a Saturday afternoon, you didn't get one crummy movie, a few trailers for upcoming films, and a despised Pepsi commercial. Hell, no. You got the main feature of course (say, GUNGA DIN or THE ADVENTURES OF ROBIN HOOD), but first there was a shorter "B" picture (like a Charlie Chan movie or a Dead End Kids flick). Before that, you got a newsreel (like a ten minute edition of today's evening news) and usually one of the greatest cartoons ever made (say, a Max Fleischer Popeye or a classic Bugs Bunny). And in addition, there was often a chapter of a serial, usually at Saturday morning matinees.
A serial was basically a four hour movie that was shown in eightteen minute installments once a wek (the chapter lengths and number of chapters varied, but both got shorter toward the final years). There were a lot of Westerns, crime and jungle serials, but there were also (and most fondly remembered) superheroes...
I personally have always liked the Republic serial best. For one thing, they had great stuntmen like Tom Steele, Dale Van Sickel and Dave Sharpe. Watching these guys today, you still are startled at how skilled they were. No blue-screen or CGI effects, only a minimum of hidden trampolines and wires... mostly, just highly trained bold athletes. Republic also had the Lydecker brothers, who created special effects like car crashes, flying men, explosions and floods with amazing credibility (one secret is that they used very large models, filmed outdoors in natural light.) They had memorable villains and beautiful heroines (ah, Frances Gifford..).
Dozens of the best serials are available today, on DVD or as a package of two videocassettes. Watching them to best effect is tricky, though. At the end of each episode, the hero or one of his sidekicks would be put in a situation of certain death... in a plane crashing to the ground, tied to the railroad tracks with the train in sight, dropping into a pit of lava. Back then, you had to wait a whole week to found out how they escaped.
Trying to watch an entire serial in a single sitting is not the best approach. Four hours straight is a bit much, and there was usually a few minutes recap at the beginning of each episode of the story so far (great if you hadn't seen the previous chapters but a little tedious if you're watching at home). Personally, I enjoy them best in short viewings of two or three episodes with some space in between. In fact, play a chapter before watching a rented feature film to recapture more of the genuine experience.
Larger-than-life heroes, beautiful daring heroines, masked villains, crazy gadgets, lightning fast pacing... Serials were the Pulps come to life. What more could you want?