tinyE: Downfall is the prequel right? But it came after Cat Lady. What should I play first?
They aren't "that" connected, you can play them in any order. However I think the "ideal" play order would be the original version of Downfall, then The Cat Lady then Downfall Redux.
For anybody that doesn't know, you can get the original Downfall (the first game set in the universe that The Cat Lady is set in) from the publisher's website for free :)
http://screen7.co.uk/#!/free-games There is a good bit of difference between the original Downfall and Downfall Redux, and I definitely recommend you give each a playthrough. They even have different endings. My only complaint about either of the Downfalls is that Downfall Redux's endings don't particularly mesh well with The Cat Lady, which seems a bit sloppy since well...it came out a good bit after The Cat Lady.
Anyway, I love all three games, The Cat Lady in particular. I'm REALLY looking forward to Lorelai, the next game set in this universe. Which, by the way, the Downfall/Cat Lady/Lorelai trilogy is apparently named the "Devil Came Through Here" trilogy, so there is a useless bit of potentially false info I read.
One final link: If you like the music in The Cat Lady and/or Downfall Redux, check out Warmer, he (Jesse Gunn) did a lot of the music in both of them, and voiced the character in Joe in both.
https://warmer.bandcamp.com