TG Captions are one of my favorite forms of storytelling. There is no narrative fluff, no extraneous details, just the hook, the twist, and the climax.
I did this weekend's 4-panel caption story for a contest with the theme of improvement. I love contests like this because they give me the chance to play with some more explicit images, and to take the story deep down the NSFW rabbit hole. The images themselves are not of a set, but I think the models look similar enough to transition the hubby through my naughty fantasy.