Do you think that it's useful studying games unannotated? Because today there are a lot of games collections, but it's difficult to find a good Morphy, Steinitz, Lasker, Rubinstein or Capablanca good games annotated collections

Larsens 50 games is a very good book with 50 annotated games.

Reti's Masters of the chessboard features excellent annotated games of Morphy, Steinitz, Lasker and Capablanca (and many others)

300 Chess Games of Tarraschs...for those of you who speak spanish there is a recent edition in español of that fine book; Editorial: La casa del ajedrez. Losts of french, Ruy Lopez and..yes 300 games of chess annotated by him.

Like others, I won't answer the question, I'll recommend a book. 

Capablanca's Best Chess Endings: 60 Complete Games by Irving Chernev