On the Radio Station K-Chat, BJ Smith discusses his match against San Andreas which happened to be the setting of the next game in the series.
On the Radio Station V-Rock, radio personality Lazlow can be heard hosting the show. In GTA III, whose events take place after Vice City, he admitted he was fired from a rock radio station, referencing V-Rock.
A billboard can be seen at the airport showing GTA III protagonist Claude driving a Moonbeam in Liberty City. Claude can also be seen on one of the posters in the Ocean View Apartment.
While in a police car, on rare occasions a police radio dispatch officer will report "We have a 10-11, I repeat, we have a 10-11 in Los Santos San Andreas", with 10-11 being code for an Animal Problem.
The Fire Trucks at the Escobar International Airport have a city emblem reading LCFD, an acronym for Liberty City Fire Department.
On the Radio Station V-Rock, Lazlow will receive a call from Cousin Edd, who hosted the V-Rock with Lazlow in Vice City Stories, set 2 years prior to Vice City. A very angry Cousin Edd claims to have written the station's whole playlist and that Lazlow doesn't know anything about rock and roll. In the same phone conversation, Couzin Edd claims his namesake is taken from the Iron Maiden mascot Eddie the Head.
Eddie's can be seen in Vice City and the sign can also be seen above the first safe-house in GTA III.
Inside the InterGlobal Studios, is a replica of the Bedford Point (Broadway Zone) in GTA III's Liberty City.
Inside many Ammu-Nations are targets that are replicas of artworks from GTA III. These can be found in the targets.txd file, named target1 through target4.
Open up the audio folder for Vice City and play the file 'bust_17'. It's a short message from Ken Rosenberg saying Get Sgt Pulaski down here that fat chump owes me a favor. Sgt Pulaski is one of the bent cops from GTA San Andreas.