It looks to me that those screenshots mostly show off similar, but not necessarily identical, effects. In particular, the third ones look like they achieve the "softness" mostly in a way that isn't viewing-angle sensitive (they both also seem to show specular lighting with a low specular power, but it's not necessarily anything special). The second one looks like it has a lot of ambient/environment light to give it the softness.
The first and fourth ones seem to show off lighting that gets brighter as the incident angle is more perpendicular to the camera; as mentioned there are a lot of ways to achieve this; the NVIDIA Shader Library has some "velvet" and "fuzz" materials that might be of use.
If you just want to play with some common algorithms, Blender supports a few shading models with its internal renderer; you might look at Minnaert (with a <1 "darkness" value) and Fresnel for viewing-angle sensitive lighting, and Oren-Nayar for a "rougher" (relative to Lambert), but still purely diffuse material.
Finally, if you specifically want the "skin transparency layering mimicking thing" the keyword to look for is "subsurface scattering"; to my knowledge the most common way to fake this in real time is to sum layers made by blurring the lighting in UV space.
EDIT: Wrote "blending modes" where I didn't mean to write "blending modes" at all.
EDIT: Wrote <0 when I meant <1