The second movie is called Inuyasha: Castle Beyond the Looking Glass (Inuyasha: Kagami no Naka no Mugenjo) and is due to be released on DVD in the US on December 28th, 2004.
The third movie is called Inuyasha: The Sword of World Conquest (Inuyasha: Tenka Hadou no Ken) and was just released in theaters in Japan in December 2003.
A fourth Inuyasha movie, The Crimson Island of Hourai (Guren no Hourai-shima), is coming to Japanese theaters in December 2004.