Penny Arcade's On The Rain-slick Precipice of Darkness website has news that episode four of this action/adventure series is now available, capping things off. The Windows edition is available on Steam, where word is:

Penny Arcade’s “On the Rain-Slick Precipice of Darkness 4” concludes the saga of Tycho Brahe, Scion of The Long Project, and his almost certainly human partner Jonathan Gabriel. The new game expands considerably on its predecessor in size, scope and gameplay. The world has been destroyed, but existence extends beyond this mortal plane in the gruesome Underhell! Create the ultimate fighting force by recruiting bizarre, occasionally disgusting monsters and teaming them up with the best trainer for the job!