The third game is the only title where you can play at your own pace. Certain events move the story, and while some happen at certain times of day, the game doesn't progress until a key event is triggered. This allows you to do many sidequests and find partners to team up with, so long as you don't trigger an event that might hinder it.
All of the other main games are focused much more on time. You are essentially playing the games on a clock, and core events have to be done within that time frame. Essentially, to do most of what the other titles offer, you have to play the game multiple times, for you don't have the time to do it all, and this isn't even considering the branching paths in the story. 2 and 4 are especially tied to this flow of gameplay.
Samurai Western, a spin-off to the series, is literally a linear stage-to-stage game, where you can unlock bonus stages by replaying certain ones. It's a weird game, mixing Japanese and English voices between the samurai and cowboys.
