For the linear alkanes, the internal methylene groups $\left(-\ce{CH2}-\right)$ are considered to be the functional group defining the homologous series:
$$
\ce{H3C-\underline{(\ce{CH2})_n}-CH3}~,~~n\geq 0 \tag{n-alkanes}
$$
Alternatively, this series is defined by the absence of any particular functional group other than methyl and methylene.
Ethane, $\ce{C2H6}$ is the member of the series for $n=0$. Technically, one could exclude methane, $\ce{CH4}$, from the series, since it doesn't have two capping methyl groups. However, to my knowledge it's usually considered part of the series as a special case.
For the 1-alkenes and 1-alkynes, the double and triple bonded carbons are the functional groups defining the series:
$$
\ce{H3C-(CH2)_n-\underline{\ce{CH=CH2}}} ~,~~n\geq 0 \tag{1-alkenes}
$$
$$
\ce{H3C-(CH2)_n-\underline{\ce{C#CH}}} ~,~~n\geq 0 \tag{1-alkynes}
$$
Parallel to the alkanes, the shortest "official" members of the two series are technically propene $\left(\ce{H3C-CH=CH2}\right)$ and propyne $\left(\ce{H3C-C#CH}\right)$, respectively. As with methane above, though, ethylene/ethene $\left(\ce{H2C=CH2}\right)$ and acetylene/ethyne $\left(\ce{HC#CH}\right)$ are typically grandfathered in.
The case of non-terminal linear alkenes/alkynes is less straightforward. Depending on one's philosophy, they can either be lumped in with the terminal alkene/alkyne series, or they can be considered as distinct homologous series:
$$
\ce{H3C-(CH2)_n-\underline{\ce{CH=CH-CH3}}}~,~~n\geq 0 \tag{2-alkenes}
$$
$$
\ce{H3C-(CH2)_n-\underline{\ce{C#C-CH2-CH3}}}~,~~n\geq 1 \tag{3-alkynes}
$$
$$
etc.
$$
Note that $n\geq 1$ is strictly required for the 3-alkynes, since $n=0$ would give 2-pentyne $\left(\ce{H3C-C#C-CH2CH3}\right)$, a 2-alkyne. This requirement is general: e.g., for the x-alkenes, $n \geq x-2$ must hold for $x\geq 3$.
Branched alkanes/alkenes/alkynes complicate things even further. There are at least two common alkane series that I can think of off the top of my head:
$$
\ce{H3C-(CH2)_n-\underline{\ce{CH(CH3)2}}} ~,~~n\geq 0 \tag{iso-alkanes}
$$
$$
\ce{H3C-(CH2)_n-\underline{\ce{C(CH3)3}}} ~,~~n\geq 0 \tag{neo-alkanes}
$$
You can mix and match branching, double bonds and triple bonds in countless ways to make new homologous series. I would personally argue you could define a homologous series to contain multiple variable-length segments:
$$
\ce{\underline{\ce{(H3C)2C=C}}-(CH2)_n-\underline{\ce{C#C}}-(CH2)_m-\underline{\ce{CH(CH3)}}-(CH2)_r-\underline{\ce{CH=CH2}}} \tag{?}
$$
Of course, the practical utility of any correspondence of properties among the various species in such a convoluted homologous series may be ... limited.