Yes, but they have to be played in a specific order to understand the story.
First you play part 1 of season 3, then part 2 of season 1, followed by part 4, 1 and 3 (in that order) of season 2, which leads into season 1 part 3, season 2 part 2, the interlude between season 2 and 3, and finally part 4 of season 1.
You can ignore part 1 of season 1 as it has nothing to do with the game and is just a bunch of random family vacation pictures from DPC's time visiting all the men's rooms in Topeka Kansas where famous celebrities took a shit.
Enjoy