Lost Story: The Last Days of Earth - is a sci-fi action first person shooter set in the Half-Life universe, which allows you to witness the events set between Half-Life and Half-Life 2.
10 years ago Valve Software has released a Half-Life 2: Episode One and still can't count three!
They have this strange phobia for the number 3.
A nice easter egg, but kinda sad, really. So I guess the Combine Invasion is the reason of why there's no Half-Life 3? ;)