You don't need "all the versions" between 1.4 and current. However the jump between 1.4 and 3.3 is now quite big so it is sensible to upgrade through a few "hops". Old versions of Alfresco are on SourceForge or can be built from source code.
Are you familiar with how to backup and restore alfresco? Your first task should be to backup and restore your instance of alfresco to a test system so you can safely experiment with upgrading.