Cod1, I loved. Cod 2, alas, I never played.
You've covered 1+2's plot, so...
Cod4 was a brilliant, emotional storyline. They managed to make you feel emotionally connected. When that nuke goes off, and the chopper spins out control, you can feel yourself think "Oh, fuck, no!" and when you crawl out of the wreckage, limping around a completely obliterated environment, only to collapse and die, you're left speechless.
And then again, as you reach the Russian nuke base, only to witness the first shots in what could be World War 3, you feel completely defeated.
And the final stand is juist heartwrenching.
Call of Duty has (at least up before Modern Warfare 2) been a brilliantly made narrative. Then MW2 came along and did to Call of Duty what Michael Bay does to "complex narrative". It was epic, but nonsensical. True there were a few good points in the plot, and the most pulse-pounding ending to a game in years, but other than that, it lacked the gritty realism and believeable plotline of cod4.
Ah well.