1. Atlantis: The Lost Tales
2. Atlantis 2 (Beyond Atlantis)
3. Atlantis 3: The New World (Beyond Atlantis 2)
4. Atlantis Evolution
5. Secrets of Atlantis: The Sacred Legacy (sometimes called Atlantis 5)
The Lost Tales had a lot of "game over" places, where your character is killed or thrown in prison forever. It had a tricky place in an inn where you have to swing from a chandelier or something. It also had a really boring part where you have to shoot a boar, which involved a lot of sitting around waiting. Some people think it had the best story of the series. The original version is very hard to get working on modern computer outside of an emulator, and it's tricky at CD switching time. However GOG sells a more compatible version.
Atlantis Evolution was arguably worse. The first 3/4 of it was full of variants of arcade games like Frogger, and next to no real puzzles. There was also a maze and you're killed all the time by soldiers yelling "Halt Deviant." The final 1/4 of the game was completely different from the first parts, and it was a pity the rest of the game wasn't more like it. It was much more like Atlantis 2 and 3.
Atlantis 5 had a story more like an Indiana Jones movie, only in 1st person. It was a big improvement over Atlantis Evolution, though unfortunately it wasn't enough to keep the company afloat. They lost too much money on #4.