Game Updates: install all or just the newest compatible one?

I'm not at home to check this myself and I searched the forums but couldn't find a definitive answer.
If the are multiple updates for a game do you have to install all of them or just the most recent one/most recent compatible with CFW?
I know if you do it via updating through the game it will download all updates and install them one at a time.

Example:
Current version of game is 1.1 newest version that works with CFW is 1.9.
Can I just download/install the 1.9 update or do I have to download and install each update (1.2, 1.3, 1.4 etc)

to my knowledge you would just update to the recent one since they overwrite the game data each time. Someone correct me but I never rememebr seeing an update download every single version and install each one.

Thanks for the quick reply hack. The game in particular is Modnation racers. Installed version is 1.1 it updated to 1.11 and as it downloaded updates I can see it downloaded 10 files (presumably 1.2, 1.3, 1.4, etc) As it downloaded each file it would install and then download the next file. I wanted to see in this instance if I could just download update 1.10 (via multiman) and install that (since 1.11 requires 3.6 keys)

It's dependent on the game.

Using two examples:

1) COD Black OPs: Just need to install the latest working one (1.09)
2) Gran Turismo 5: Need to install 1.05 -> 1.06 -> 1.07 -> 1.08 -> 1.09

I know this doesn't help but I was going to download/install just the 1.10 update but my internet speed is decent so I was able to download all the updates in about 15 mins. I did notice the various updates were different in size and the newest update isn't the largest one. 1.09 update was over 400 Megs while 1.10 was around 340 Megs...

@hitman989

well i learned something new, i have GT5 but havent played in awhile, im gonna see formyself how it updates because i havent noticed this before.