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Complementary to this question, why did George Lucas start the numbering at 4? I know (now) he had a vague idea of what would be in 1, 2, and 3. But why not start with calling the first movie 1, and come the time to do the prequels, call them whatever?
And how was it even accepted by the distributor as a concept that a movie serial (at the time!) could start some point down the line then be expected to maybe trace back in the future?
That link explains that the numbering didn't show up until The Empire Strikes Back and then was added retroactively to A New Hope (along with the subtitle).
Here on the The Empire Strikes Back page you can find a succinct description of the writing process for Empire. Lucas originally labelled Empire "Star Wars II". He did a hand treatment, from which experienced writer Leigh Bracket did a first draft. That first draft does not have Vader as Luke's father - it has Obi Wan killing Luke's father. It was only in rewriting that draft after Bracket died that Lucas came up with the idea that Anakin was Luke's father. It was then that much of Vader's backstory was invented and the IV -> V numbering shows up.
Lucas likes to claim precognizance of the whole thing. But if you look at the documents that were produced around the time of A New Hope's and Empire's productions, they suggest he was making it up as he went along. The truth is he had a lot of help writing two of the first three movies. He basically plotted them and left much of the writing to other people. And some of the major plot elements in Empire and RotJ didn't actually come from him, but from cowriters who never really got credit for it.
This is one possible reason why the original series was so good, and the prequels were so bad. Lucas didn't have the same sort of help on the prequels and his legend was such at that point that no one would stand up to him and say "George, this sucks."
I've read the Star Wars drafts that Lucas wrote, many years ago now so my memory on the subject is vague. I believe there are 3 versions prior to what he finally filmed with version 4. I recall that the first draft did have a plot that involved the trade federation.
It seems to me that some of the ideas in those drafts ended up as the back story for Star Wars IV.
Here is what really happened:
Initially, it was not called Episode IV or A New Hope. Initially, there was only going to be one movie, but shortly after it was released, it was really successful, and Lucas was going to make more.
The movie was re-released in 1978 (roughly 1 year after the original premiere). The initial crawl was redone including Episode IV: A New Hope. The music was also changed a bit (to what you now know and love) and the background with the stars was also changed (again, to what you now know and love).
The first episode and number was Empire they didn't change Star Wars until the 1981 rerelease. There does seem to be some debate about this but even though Lucas got the idea of each film being an episode early on during the writing of Empire he called them 1,2,3 instead of 4,5,6. I have no idea what Daniel Bingham is talking about when he says no cowriter got credit for the first 3 Lucas only has sole screenplay credit on Hope, on Empire he doesn't even have screenplay credit only story by and on Return he was credited as a cowriter. Then on the prequels it is no secret that Tom Stoppard did script doctoring on at least episode 3 if not all of them and others like William Goldman are rumored to have done their own passes.
