Most of the time, at least up until a few years ago when I last had to do this for a Bethesda game(thanks tod for releasing Skyrim 7 times) You can also download any released version of the game from the steam database, provided you own it of course.
I needed a specific patch of the original Skyrim release for an overhaul mod I wanted to play, and was able to find the release through the steamDB.
Of course, that’s a game that released 1.0 on steam. Anything released before steam, and you’re probably still going to have to go spelunking through old archives and shady websites to find old versions of games.