The original from Good Old Games is compatible -
Myst: Masterpiece Edition I'm unsure about the others - IIRC there were issues under XP for some.
Edit -
I've replayed several of them under Virtual PC (on Vista), but you'll need an installable version of XP (or 9x) for that. Windows 7 professional (and above) include a copy XP that runs under
Windows Virtual PC, so I couldn't imagine why they wouldn't run there as well. Unfortunately with Vista - you have to supply your own copy.
I seem to recall that SirDave over at Just Adventure posted the known issues under XP - give him a PM and see what he has to say (he's the Myst Sherriff

)