If you're planning on grabbing the Trine: Ultimate Collection at retail, you might want to reconsider. While it was originally planned to have all 4 Trine games on the game card, that is not longer the case. The game card will now only include Trine 4, making you download 1 through 3. Frozenbyte has provided a statement on the matter, which you can see below.
Only Trine 4 is on the cart, 1-3 are downloads. We did originally aim to have all four games on the same cart, but that unfortunately was not possible in the end. We're very sorry about the miscommunication, we'll do our best to avoid mishaps like this in the future.