1) Niko Bellic (Protagonist of GTA IV)

Appearances in The Lost and Damned:

Clean and Serene

Buyer's Market

Collector's Item

Knowing Me, Knowing You (Voice only)

Credits of TLaD

Appearances in The Ballad of Gay Tony:

I Luv L.C.

Not So Fast

Ladies Half Price

2) Johnny Klebitz (Protagonist of GTA IV: TLaD)

Appearances in GTA IV:

Blow Your Cover

Museum Piece

Appearances in The Ballad of Gay Tony:

I Luv LC

Frosting on the Cake

Not So Fast

3) Luis Fernando Lopez (Protagonist of GTA IV: TBoGT)

Appearances in GTA IV:

Three Leaf Clover

Museum Piece

Diamonds are a Girl's Best Friend

Appearances inThe Lost and Damned:

Diamonds in the Rough

Collector's Item

Credits of TLaD