Which is first?

[WindexGlow]

Penumbra Tech Demo = Basic storyline of overture, short however. In my opinion, this is the BEST penumbra game currently (alot better than overture, even with it's better storyline)

Penumbra Overture = Starts off in the same basic way the tech demo did, just more refined.
Penumbra Black Plague = Place where Overture left off.

Due to some 'objects' (red coat) it can be stated that the order goes in this way

Penumbra Overture (red coat is on the ship)
Penumbra Black Plauge (continues overture)
Penumbra Tech Demo (red coat is found in a washroom)

But generally, Overture and Tech Demo have nothing related and might as well be in different dimensions.