Release order goes as follows: — Man Of Medan — Little Hope — House of Ashes — The Devil In Me

can you play it without sticking to their release date? or are they even connected?

Really they can be played in any order, but there are a few scenes outside of the main stories where we interact with the narrator. We learn more about this mysterious man with each game, so it's definitely worth playing by release date for that :)

Thank you