For DW3 - Most notable change from DW2 was the flow of combat and item system. Added elemental attacks (I think?) The game had a far different feel from DW2.
For DW4 - Weapon leveling system, force-oriented musou mode rather than character-oriented. Added duels. Added character editor.
For DW5 - Duels removed, back to RNG weapons and items, with other variables, such as level difficulty and combos. Some weapons had an ability that extended square-button combos. Added character endings.
For DW6 - Added renbu. More (and weaker) enemies on screen, and more crowds, rather than organized units of 5 in combat. I played very little of this one, as I thought it was terrible.
For DW7 - Went back to force-oritented musou mode, now with Jin forces. Can swap between two different weapons in battle. Musou is more damage-heavy, rather than being combo-heavy. Added conquest mode.
For DW8 - Added hypothetical scenarios, such as, if Guo Jia lived, then Cao Cao could have won Chi Bi. I played very little of this game, so I don't remember any other changes.
There's probably more than that, but these are things I could only think of off the top of my head. Why did I play these games? More or less because I'm a bit of a Romance of the Three Kingdoms enthusiast. But I daresay, these games do little to no justice for how, even the novel, portrayed the characters (Zhang He was not at all effeminate, and Wei Yan was not an incompetent savage). Even the novel does little to honor certain figures, like portraying Wei Yan as a traitor to Shu, when all he wanted to do was continue the fight against Wei, not join them. Granted, Luo Guanzhong probably didn't have ALL the records available to him at that time. And, it was a novel, after all.