The Move by Move series is excellent. I have the Steinitz and Capablanca book and would buy others. Recommended. Obviously it's how you use them that matters. If you engage with the questions well you will get more out of them.
Move by move series.. Paul morphy to Magnus carlsen.
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If, at some point, this project seems like too much, an alternative would be:
Great Games by Chess Legends, vol 1
https://web.archive.org/web/20140708112104/http://www.chesscafe.com/text/review711.pdf
https://web.archive.org/web/20140708104818/http://www.chesscafe.com/text/review697.pdf
Great Games by Chess Legends, Volume 2
https://web.archive.org/web/20140708234322/http://www.chesscafe.com/text/review734.pdf
https://web.archive.org/web/20140708092313/http://www.chesscafe.com/text/review620.pdf
Great Games by Chess Legends, Volume 3
https://web.archive.org/web/20140708090408/http://www.chesscafe.com/text/review831.pdf
https://web.archive.org/web/20140708100445/http://www.chesscafe.com/text/review933.pdf
One observation to make is that there are a lot of them. It will take you a while.
https://web.archive.org/web/20140708091804/http://www.chesscafe.com/text/review859.pdf
http://www.jeremysilman.com/shop/pc/Capablanca-Move-by-Move-79p3752.htm
https://web.archive.org/web/20140708233302/http://www.chesscafe.com/text/review884.pdf
http://www.jeremysilman.com/shop/pc/Kramnik-Move-by-Move-79p3757.htm
http://www.jeremysilman.com/shop/pc/Kramnik-Move-by-Move-79p3733.htm
https://web.archive.org/web/20140708100822/http://www.chesscafe.com/text/review915.pdf
http://www.jeremysilman.com/shop/pc/Botvinnik-Move-by-Move-79p3823.htm
https://web.archive.org/web/20140701181826/http://www.chesscafe.com/text/review944.pdf
http://www.jeremysilman.com/shop/pc/Morphy-Move-by-Move-80p3927.htm
https://everymanchess.com/collections/games-collections