Children are what are called, prepubescent humans, that wander the streets with adults. They were supposed to appear in every Grand Theft Auto game except the "top down" ones (1, 2, Advance and Chinatown Wars). There are references in all the games that support their existence, the most being Grand Theft Auto IV.
Grand Theft Auto III
The "Caution: Children at play" sign in GTA Vice City.
It has been confirmed that the beta version of GTA III had children as well as driveable school buses, but they were removed in the final version, due to controversies that may arise from having children in a violent videogame.
Various pre-release screenshots of GTA III showed school buses driving on the streets of Liberty City. The school buses came complete with light-adorned rears and a bright yellow paintjob.
In the final version of GTA III, there are several clues that support the existence of children in the beta version. There are wrecks of school buses around 8-Ball's compound, and near the Harwood Car Crusher. The bus wreck model continued to appear in later games, including GTA Vice City (inside the Hyman Memorial Stadium during "Dirtring", and in Little Haiti and Little Havana), GTA San Andreas (in Blackfield Stadium during "Kickstart"), and GTA Liberty City Stories (The same locations as in GTA III).
GTA Vice City
The pedestrian that makes the "MOMMY!" scream when driven by fastly
The only clue of children in Grand Theft Auto Vice City (besides the schoolbuses) is a sign on a wall on Prawn Island that says "Caution children at play". The sign is located on the wall of what looks like a small garden or a back lot for one of the buildings. The yard is located in front of the InterGlobal Film Studio's entrance.
GTA San Andreas
In GTA San Andreas, if you drive near a certain pedestrian at high speed, you can hear her scream "MOMMY!". This might either mean that Rockstar wanted to include children in GTA San Andreas, or just set up the civilian to react that way, possibly as an Easter Egg.
Grand Theft Auto IV
There are various abandoned baby strollers sitting around trash piles and beaches in the city, hinting that not only children are in the game, but babies as well.
School buses reappear in GTA IV as undriveable wrecks. These school bus wrecks appear in two locations in GTA IV: In the junk yard in Northwood, and on Firefly Island, close to the Screamer roller coaster. Also, there are traffic signs around the city directing traffic to stop for school buses.
Also, the Carnival on Firefly Island could indicate the presence of children. There are various rides in the carnival which appear too small for a full-grown adult to use.
There is little proof besides these clues that support the existence of children in Grand Theft Auto. However, many players and myth hunters still believe that children can be found in-game. The only clue that is yet to be found is traces of a child pedestrian model in the game's internal files.
GTA V
Los Santos Elementary in GTA V.
It has been confirmed in a screenshot that there will be an elementary school in GTA V. Not much is known about this school, other than its name, Los Santos Elementary . This screenshot started a debate within the GTA community about the presence of children in GTA V. There will be more information on this once the game is released.