They don't follow on from each other. Pretty much all of them except for 4 is about WW2.
People have said that 4 is the best, simply because it isn't set in WW2. After 50 different games about the same war, it can get a little predictable.
"Cambell-ryce down to the byline, good cross needed to be headed behind by Molyneux"
BWP and Smith take note - crosses from the byline are dangerous, cutting inside or crossing deep is crap.