The paper studies a class of nonlinear disturbed neutral linear fractional systems with derivatives in the the Riemann–Liouville sense and distributed delays. First, it is proved that the initial problem for these systems with discontinuous initial functions under some natural assumptions possesses a unique solution. The assumptions used for the proof are similar to those used in the case of systems with first-order derivatives. Then, with the obtained result, we derive the existence and uniqueness of a fundamental matrix and a generalized fundamental matrix for the homogeneous system. In the linear case, via these fundamental matrices we obtain integral representations of the solutions of the homogeneous system and the corresponding inhomogeneous system. Furthermore, for the fractional systems with Riemann–Liouville derivatives we introduce a new concept for weighted stabilities in the Lyapunov, Ulam–Hyers, and Ulam–Hyers–Rassias senses, which coincides with the classical stability concepts for the cases of integer-order or Caputo-type derivatives. It is proved that the zero solution of the homogeneous system is weighted stable if and only if all its solutions are weighted bounded. In addition, for the homogeneous system it is established that the weighted stability in the Lyapunov and Ulam–Hyers senses are equivalent if and only if the inequality appearing in the Ulam–Hyers definition possess only bounded solutions. Finally, we derive natural sufficient conditions under which the property of weighted global asymptotic stability of the zero solution of the homogeneous system is preserved under nonlinear disturbances.