The three מגילות.

The 5 Megilos?

Only מגילת אסתר do Chazal
refer to as a מגילה.
Chazal never refer the other 4 as a מגילה.

מגילת אסתר had 3 editions 
 
1) written by the Persians*
2) written by מרדכי & אסתר**
3) written by the אנשי כנסת הגדולה***

* Esther 10:2 -
The Ibn Ezra  in Hakdama writes the Persians copied theirs
from the Megilah The Mahrsha Chulin 139b seems to
hold the Persian edition was first 
**  Esther 9:29 Megilah 19a
*** Bava Basra 15a
The Brisker Rav Zt"l explains "The Megilah Mordechai wrote was
a kosher Megilah but wasn't part of כתבי הקודש The אנשי כנה"ג
rewrote it in א"י  and then became part of כתבי הקודש"