While the latter two didn't have any problems running on my machine, Doom 3 refused to run on the Windows 98 that is installed on this machine. I had to write an “ersatz DLL” (as Ananth puts it) to overcome this and the game now runs on my machine! The hacking turned out to be more fun than the game itself, which is just lots and lots of darkness punctuated by hideous monsters jumping at you every now and then.
It turns out that there is now a Linux client for Doom 3 that obviates the need for such a kludge.
Myst 4: Revelation has been released (as a DVD-only game!), but we still have not been able to lay our hands on it. Hopefully, unlike Uru, this game would actually be available in the stores here.