The first was in May 2002 for "Star Wars Episode II: Attack of the Clones". I got my ticket for it about 5 days in advance. My friend said he would wait a few days before purchasing his. He didn't get around to it until the day the movie screened. Because of this, we had to watch the film in separate screening rooms (the big screen I purchased my ticket for had sold out). This didn't bother me too much as we were still gonna be watching the same movie at the same time.
Around 2,000 geeks showed up for the midnight presentation taking up about 10 screens. While seated, I noticed my cousin talking to his friends. It was good to see him. He said they had been there hours earlier playing hacky-sack in the parking lot and talking Star Wars. His marriage was just a few weeks away. The buzz on the movie was that it was better than Ep I, but I didn't really find this to be the case.
Later that year, I went to another midnight show, "The Two Towers", the second part of the Lord of the Rings trilogy. I was let down by this one as well; it didn't have the magic and wonder of the first. No need to fear, though. One year later, I went to the midnight screening of "Return of the King" and was very satisfied.
Well, not at first, though. You see, as the previews were starting, I realized that I'd forgotten my Carmex in the car. There's no way I'd make it through 3 hours of what would turn out to be my favorite movie of the year without applying lip balm, so I hurried outside to obtain it. Ahh, that's better.
There's a number of faux endings in the last half hour of the movie. I noticed a few people around me getting frustrated by this, sighing a bit when they realized that the movie wasn't over yet. They probably had to be at work in the morning and were hoping the film was over. Not me. I would've been fine with a 4-hour film (the extended edition of it comes pretty close).
The last midnight show I attended was in May of 2005 for "Star Wars Episode III: Revenge of the Sith". There were a number of people dressed in Star Wars garb as was the case for Episode II (including a cute teen dressed as Princess Leia - hair buns included). I was suprised at how downbeat the film was, but it felt good to finally reach the end of the saga.