Of the four movies, only two directly involve the shogun, and while Sonny Chiba is in all four, he is more a supporting actor, than the lead, in all. The titles attached to the movies in this release don't make sense either, but fortunately, the English translation of the Japanese titles appears next to the marketing titles. That said, this is a nice set of four movies.
The two strongest movies are Swords of Vengeance and Shogun's Samurai, which not surprisingly, were directed by Kinji Fukasaku, and starred Kinnosuke Yorozuya.
The strongest movie of this set is Swords of Vengeance: Fall of Ako Castle (Ako-Jo Danzetsu). It is a re-telling of the tale of the 47 Ronin. Although this version is less detailed than other versions, it hits the highlights and essence of the story. It's well told, well acted, and, the one major deviation from other versions: this one has a great action packed ending.
Shogun's Samurai: The Yagyu Clan Conspiracy is a detailed movie you need to really pay attention to follow what's going on, and it's also a good story, with lots of intrigue. It's an all around good movie, but what makes this movie a treat is you get to see Sonny Chiba portray Yagyu Jubei.
Shogun's Shadow: Attack! Shogun Iemitsu is Crazy (Shogun Iemitsu no rasi-Gekitotsuo) is a long hyped-up version of a typical Sonny Chiba televison show from the 1970's and 1980's. If you've never seen Kage No Gundan, or the Yagyu television series, this is kind of what it was like, but 26 episodes packed into 2 hours.
Shogun's Ninja (Ninja Bugeicho Momochi Sandayu) is an okay movie, typical Japanese period piece revenge film, and looks like it was a showcase for Hiroyuki Sanada, action star. I don't think he showed his capabilities in this movie, but I think he matured into one of the best actors in Japan, and by the time he winds own his career, he will be acknowledged as one of the great dramatic actors of Japanese cinema.