Title says it all. I got the first three Trine games. I would like Trine 4, but it's cheaper to buy separately than the Ultimate Collection. That is, unless the Collection contains the DLC, but it doesn't say so anywhere?

Trine 4 in the Ultimate Collection contains the DLC level Toby's Dream, but not Melody of Mystery. We haven't decided yet if Melody of Mystery will be added to UC at a later date.

- AuraFB, Frozenbyte Support

If you mean the "Path To New Dawn" level for Trine 1 (also known as level 16) and the extra level "The Quest for Cake" in Trine 3, then yes, those should both be included. Both are included by default in the regular GOG versions of the games as well.

The Goblin Menace expansion from Trine 2 is included as well.

No, I was actually referring to the soundtracks sold separately. But now I see there's also soundtracks included with the base games while I never purchased those.

I'm trying to figure this out myself due to the current sale. It seems that in some cases, like for Trine 3, the base game includes a different soundtrack that the soundtrack DLC you can buy. The base game has 2 fewer tracks and one renamed, possibly different track.

It's unfortunate that this doesn't work the same as a Steam bundle, where you get the bundle discount on top of the discounted base prices and can complete your collection with all the pieces you are missing. I've been emailing support about this in the general case, mostly because it's difficult to figure out what in the world you're buying, but I don't think it's going to happen.