Well... here's the neat thing, all of those games are set in a completely different place. the idea was for there to be only 4 games... each one representing a cardinal direction and season... I know 4 was the favorite of many fans... set in a land called mordavia, rich in gothic themes and darkness... Literally, the game was named shadows of darkness. I can't remember much of how to progress in those games... some of them were designed so well that one could do nearly anything imaginable in some of the areas.
I know the first game was a neat theme... I believe it was mostly Slavic in theme and involved Baba Yaga. [the equivalent of the witch from Hansel&Gretel]
They are quite open-ended, I suppose this is their upside as well as their flaw... Walkthroughs for each game are abundant across the net, but I shouldn't expect you to be so interested as to read one of those... Also, number 5 was Grecian themed, and while it was one of my favorite installments of the series many fans said that it lacked there sheer non-linearity of the other games.