I love the Dark Pictures Anthology. This game is the end of Season 1. Like, what does that mean? There's no meaningful connection between any of these games, I don't think. And the second "season" seemingly starts almost immediately considering this game ends with a trailer for the next game.
The Devil in Me is theoretically the second best game in this series of four. Probably the worst in terms of actually functioning properly without game breaking glitches and bugs, but second in how good it is were it to work properly.