We presented the first photometric and orbital period investigations for four W Ursae Majoris-type binaries: V473 And, V805 And, LQ Com, and EG CVn. The photometric solutions suggested that V805 And and LQ Com are two total-eclipse contact binaries, while V473 And and EG CVn are partial-eclipse ones. V473 And and LQ Com belong to the A-subtype contact binaries, while V805 And and EG CVn belong to the W subtype. The O’Connell effects found in the light curves of V805 And, LQ Com, and EG CVn can be interpreted as a result of a cool spot on the surface of their less massive and hotter primary components. Based on two different methods, the absolute physical parameters were properly determined. Combining the eclipse timings derived from our observations and survey’s data with those collected from literature, we investigated their orbital period variations. The results show that the orbital periods of V473 And, V805 And, and EG CVn are undergoing a secular decrease/increase superposed a periodic variation, while LQ Com exhibits a possible cyclic period variation with a small amplitude. The secular period changes are caused mainly by the mass transfer between two components, while the cyclic period oscillations may be interpreted as the results of either the light-time effect due to the third body or the cyclic magnetic activity. Finally, we made a statistical investigation for nearly 200 contact binaries with reliable physical parameters. The statistical results suggested that the W-subtype systems are more evolved than the A-subtype ones. Furthermore, the evolutionary direction of A-subtype into W-subtype systems is also discussed. The opposite evolutionary direction seems to be unlikely because it requires an increase of the total mass, the orbital angular momentum, and the temperature differences between two components of a binary system.