Band of Thieves, Honor Among Thieves and Thieves in Time all share similar gameplay. The same hub world is in place as Thievius Raccoonus, but a few changes were put in place. Instead of the hub being separated into two sections, the games have the gang operating from a hideout and there's a mission structure in place.
In Band of Thieves, players will be able to take control of both Bentley and Murray for the first time. In Honor Among Thieves and Thieves in Time, there are even more characters to control. In between missions, players can return to the hideout and access ThiefNet, which allows them to purchase new abilities for the characters with coins, which are now used as currency.
Band of Thieves also introduced a new health system, which stayed with the rest of the games. Instead of the horseshoe/one-hit kill system as in Thievius Raccoonus, players actually had a health bar that could be replenished by health dropped by enemies (which require multiple hits to kill) or from destroyed objects.
Starting with Band of Thieves, Sly can pickpocket from enemies in both missions and in the hub world, which was expanded to Bentley and Murray in subsequent games. Enemies might also be holding items that are worth more coins, which had to be sold manually in Band of Thieves, but were automatically sold in the third and fourth games, so they added to your coins total.
Clue Bottles returned in Band of Thieves, but they are now in the hub worlds instead of the individual levels. Find them all, then you can open a safe that granted a new move for Sly. In Honor Among Thieves, the Clue Bottles were absent, but made a return in Thieves in Time, operating the same way as in Band of Thieves.
