So, this was a little tricksy.
There's obviously a scene at an inn early on in
Fellowship, and obviously I might be willing to take that liberty for hint purposes and say
Fellowship "starts" there even if it technically starts elsewhere, but as someone noted, if you could say the first film starts there, you could say the trilogy starts there, too.
Specifically, though, my thinking was very literal: the "Return of the King" starts at an inn, since that's where they first meet Aragorn.
Whether you work for a lord
I tried to drop a few clues elsewhere to point to ROTK, specifically, and this is one of them.
This works for both: knives and swords!
I toyed with a bunch of versions of "king's return," trying synonyms for both (obviously "king" and "monarch" and probably "ruler" are all out) until I found something that felt like a hint without being too obvious , and this is what I came up with.
Shower scene.
Forged!
I like this one, because it points to "king" and the hold Norman Bates' mother has over him.
Army of the dead in ROTK, and just, ya' know, murder.