Though Criterion (wisely) chose not to title this collection, their intentions are clear: Murmur of the Heart, Lacombe, Lucien, and Au Revoir les Enfants are all Malle films primarily focused on coming of age. The films are not married in style or artistic phase in the way Bergman's Trilogy was, and their stories do not connect in even the roundabout way Kieslowski's Blue, White, and Red do so wonderfully. Instead, they share a filmmaker and his increasing desire to look within himself for his art, specifically himself as a young boy.
There are other superficial connections here. Au Revoir les Enfants and Lacombe, Lucien both feature World War II as a backdrop, while the protagonists of Murmur of the Heart and Au Revoir les Enfants both have unhealthy relationships with their mothers (the former obviously to a larger degree than the latter). But it is the fundamental question of childhood and the transition into adulthood (manhood in these cases - and, let's face it, most cases in cinema) that is most engaging in all three films. Murmur of the Heart is largely a sexual awakening, while Lacombe, Lucien focuses on the banal simplicity of masculinity in all its ugliness. Au Revoir les Enfants is by far my favorite of the three because it feels most engaged with the nature of youth not as a present tense but as a past. The film is an exploration of the inevitable guilt of knowing more - better - than you used to and being unable to change the results. It's also a deeply personal confession that doesn't dwell on its protagonist's potential to become a savior, but instead revels in the brief moments of naïve bliss. All three films in this boxset are worth seeing, but Au Revoir Les Enfants is one for the ages.
Links to individual reviews:
Murmur of the Heart
Au Revoir les Enfants