At the abandoned fairgrounds in GTA IV and its episodes, one of the rides is the Spinning Tea Cups. If the player looks at the background used for the ride they will see that it is a fighter jet flying out of Los Santos with the skyscrapers in the background. This indicates that Rockstar gave gamers a hint at where the next game would be set.
There is a billboard for the company Fruntalot that features Carl Johnson.
In the staircases in most apartment blocks in the game, the player may spot some graffiti referring to past protagonists set in GTA III canon (Claude, Tommy, Carl (CJ), Toni, and Vic), that suggests they have passed away, though it is likely metaphorical as the GTA III canon is over so they won't be seen again. The only onscreen death of a protagonist so far is Victor Vance in GTA Vice City, and Johhny Klebitz in GTA V. The graffiti is intended to serve as "a little joke for fans of the series", as a different design approach to GTA IV meant the game's timeline could only inherit various fictional brand names and certain radio personalities; it is, however, no indication as to whether or not GTA III canon has been retired.
There are signs scattered throughout Liberty City that say "Hot Coffee Shop", which is clearly a reference to the Hot Coffee mod in GTA San Andreas.
There is a Sprunk manufacturing plant in Alderney and a vending machine at Roman's taxi depot. Sprunk was featured in GTA Vice City, GTA: San Andreas, and Manhunt. It has returned to GTA IV with a brand new look. Also notice that "Sprunk" is a mix of the words "Sprite" and "Spunk". The sign outside the factory is very similar to a sign for Pepsi-Cola that appears in the film "The Great Gatsby."
One of the TV shows is a program called "The Venturas Poker Challenge". It features a casino in Las Venturas from GTA San Andreas. When shown, the commercial doesn't have GTA IV graphics and art, but it instead features GTA San Andreas graphics, the most obvious being the building designs and taxis.
Similarly, footage of the Vinewood sign from GTA San Andreas is used for another TV ad for a band; it is recognizably San Andreas animation due to the transmission tower visible right behind it, which was also in the earlier game.
In Star Junction there is a sign for Love Fist. Love Fist was featured in GTA Vice City, and was also on a sign in GTA San Andreas and GTA Liberty City Stories.
There is a laundromat in Broker called Mr. Wong's Laundromat. This is presumably a nod to that particular location. You also park in front of it in the TLAD mission Roman's Holiday.
When Playboy X is killed, it is possible to go to his apartment and open the wardrobe to get a change of clothes that look like the clothing of Claude, the protagonist of GTA III.
On the front of the Liberty Tree is Donald Love, who disappeared in GTA III.
The Security Trucks are owned by the Gruppe Sechs security firm (also seen in GTA III and Vice City), although in GTA IV the name is rendered as "Gruppe 6". "Sechs" is the German word for Six and "Gruppe" means group. Also Gruppe Sechs sounds a lot like "Group Sex", another sexual reference from Rockstar.
In the bars are postcards featuring Vice City. Vice City is also advertised in airfare billboards near the airport.
The "Pager" ringtone on Niko's cell phone is the pager sound from GTA III.
Niko can receive an email from Chiliad8888, which calls the recipient "Pilgrim", makes many spiritually and philosophically-charged (and anti-government) comments, ends with "Feel the Truth, Live the Freedom", and links to whattheydonotwantyoutoknow.com. On this website there is a discussion topic titled, "Jump to a new level of Spirituality" posted by "Trooth". This discussion thread includes more philosophical thoughts, mentions Peyote, and provides a map of the Unique Stunt Jumps in Liberty City. "Chiliad" was also the name of a Mountain in San Andreas. These clues suggest that the author of the email and discussion topic is The Truth, a character from GTA San Andreas.
On Happiness Island, in front of the entrance to the statue, it is possible to find a street-artist's easel/display stand with several pictures. These pictures are all concept works of many previous GTA characters. The easel can also be seen in south-central Algonquin, very close to where Hossan's random encounter takes place and in front of the The Libertonian.
A while after the mission Diamonds Are a Girl's Best Friend, the news reports that a homeless man, Jerry Kapowitz, found the diamonds used in the exchange and planned to use the money to open a gun store in Vice City.
If the player looks closely at the chart behind Gerry on the prison, they may see the penis-shape drawing the students in GTA III had drawn.
A building near the RON Gas Station in Downtown Broker has graffiti of GTA III Era characters.
During a multiplayer race in GTA IV if the player equips a certain Female face (possibly 2) then hits a car in traffic or another player's car while pressing the talk button, the character will sometimes exclaim, "This isn't San Andreas you hippie, DRIVE!"
Vipluxuryringtones.com offers MP3 ringtones of songs from Lips 106 and Head Radio in GTA Liberty City Stories.
CDs from pre-GTA IV musicians are found in different places in GTA IV: Madd Dogg - Still Madd and OG Loc - Str8 from tha Street, both rappers appeared in GTA San Andreas. Rudy LaFontaine - Funk in Time and Sunshine Shine - Mine Until Monday can both be heard on Lips 106 on GTA Liberty City Stories, and Purser - Feel the Pain can be heard on Head Radio in LCS.
One of the in-game radio advertisements is for an online service called Babiesovernight.com. The tagline at the end and the background music are evocative of the commercial in GTA III for Petsovernight.com.
If the player looks behind the reception desk at the Hercules club, they will see a small storage rack. On the lower layer of it, a couple of clothes hangers are laying. Two of the hanged tops are tracksuits that are worn by Niko Bellic, and the third one is the orange jacket belonging to the black bucket hat pedestrian from GTA San Andreas.