Signs are a form of Easter egg in the Grand Theft Auto series. They take the form of messages that were deliberately placed by game developers for the players to find, and they are usually ironic or humorous. They have always been hidden in secret and hard to get to places. There is always, at least, one sign in each game that sometimes leads to other Easter eggs.
On the Statue of Happiness, there is a level that can not be reached by stairs. It can only be reached via helicopter or, in the case of The Ballad Of Gay Tony, by parachuting off the Rotterdam Tower and landing on the Statue. Once there, there are two signs on either side of one of the doors which reads "No Hidden Content This Way." It leads the player to The Heart of Liberty City. In The Ballad of Gay Tony, if the player gets drunk and passes out, this is one of the locations they may spawn.
There is a sign near Alderney Correctional Facility that mimics the sign in GTA III.