A warning that all these have issues running on the latest versions of Windows 10. I think the issues started around 1803. SR4, especially, is crash-tastic for many users. Also, many users have to jump through hoops to get Gat Out of Hell to start a new game, because the Steam Workshop update to SR4 broke save game compatibility, so when GOOH tries to import the Boss character it can fail, and then refuse to continue, or even crash the game. I ran into this problem myself, and had to disable Steam Cloud saves, delete my locally stored SR4 saves, and only then was I able to start a new game.
My last play-through of SR4 had me dealing with regular crashes, and now SR3 is doing the same. I don't think I've managed to play for more than an hour without a crash, and it's usually every 20 minutes or so.