Star Wars Episode IV: A New Hope was the only live-action feature length Star Wars film to ever be released without an episode number or subtitle.
Per the Wikipedia entry for Star Wars (Film)
The film was originally released as Star Wars, without "Episode IV" or the subtitle A New Hope. The 1980 sequel, The Empire Strikes Back, was numbered "Episode V" in the opening crawl. When the original film was re-released on April 10, 1981, Episode IV: A New Hope was added above the original opening crawl. In early interviews, it was suggested the series might comprise nine or twelve films. The film was re-released theatrically in 1978, 1979, 1981, 1982, and with additional scenes and enhanced special effects in 1997.