For the Indiana Jones movies, for example, you might enter "Raiders of the Lost Ark" in the Name field and "Indiana Jones 1" in the Sort Name field. Enter "Indiana Jones and the Temple of Doom" in the Name field and "Indiana Jones 2" in the Sort Name field, and so on for Last Crusade.
In iTunes, Raiders will appear above Temple will appear above Crusade, when you sort by name. (Of course, if you sort by any other criteria, such as date added or year, they won't necessarily be in the order you want.)
I sync movies to the AppleTV and I have it display only synced content. In the My Movies menu, they would thus display as Raiders first, Temple second, Crusade third, the same as in iTunes.