In GTA III, there is a liquor store in Red Light District named "Big Als Liquor." Big Al was one of the names for Al Capone and Al Capone was a famous gangster in the Prohibition Era, in which selling and distributing liquor was illegal.
GTA Vice City
The FBI, who investigated Capone, largely appear in Vice City, most notably after getting five stars. The predecessor of the FBI was a group of Special Agents called the Bureau of Investigation (BOI) created on July 26, 1908, for the Department of Justice headed by Attorney General Charles Bonaparte. It had a vast history of accomplishments in combating crime. Under Director J. Edgar Hoover, it had Al Capone investigated beginning in 1929, and gathered evidence of his Chicago racketeering, bribing of prison officials, determined the falsehood of his claim to postpone an appearance before the Federal Grand Jury due to poor health, etc. It became known as the Federal Bureau of Investigation in 1935.
"Scarface," a movie which Vice City is largely inspired by, is based on Al Capone's rise and downfall, connecting Al Capone's myth. Vice City also features references to "The Untouchables" a film about Al Capone's fall, which directed by the same director who directed "Scarface." Tommy's mansion also looks somewhat similar to Capone's in the movie. Capone also had a mansion in Miami, whom Vice City is based on. The structure of the houses on Starfish Island is conception-ally identical to Capone's house
However, despite a large number of references and indications, the myth is termed as unlikely due to the absence of Al Capone as a physically existing character.