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[[caption-width-right:350:"''[[DespairEventHorizon He told me to leave it. I left it!]]''"]]

Grand Theft Auto IV is well known for being arguably the Saddest and Darkest Game of the franchise. Especially in comparison to it's predecessor and successor.

* Liberty City itself is a pretty depressing city in its poorer areas. You will see many buildings that look on the verge of falling apart, if not completely destroyed and abandoned already. Vagrants wander around asking for money and babbling non-sense, prostitutes try to make a quick buck by selling their bodies and many gangsters that'll attack you if threatened can be seen. The lack of color in the game represents the high amount of pollution around Liberty City, making it look like that the entire place seems to be situated somewhere in limbo. Even when you get to Algonquin and travel to Star Junction (the game's version of the Times Square), that feeling of oppression and desolation remains.
** In a way, Liberty City very much embodies the situation its real-world counterpart was experiencing in 2008. In the shadow of the Great Recession, NYC remained a city of beautiful architecture and a huge contrast between the rich, the average and the poor, but everyone was suffering in some way as the jaws of austerity clamped down around it. So, while Liberty City's adverts and radio stations keep up this image of optimism and the same old amusing satire, the city in which they're broadcasted isn't so cheery.
** Since the game is entirely through Niko's POV, it's probable that the whole reason why Liberty City looks so depressing is because Niko is extremely depressed himself. This is even more notable when you play ''The Ballad of Gay Tony'' and notice that Luis, who isn't depressed, gets to see Liberty City with much more color and life into it.
* '''The pause menu theme'''. It sounds pretty dark and depressing.
** The [[https://www.youtube.com/watch?v=vPeVustd1vU unused "Death" tracks]] that were [[WhatCouldHaveBeen presumably supposed to play when Niko dies in-game]][[note]]According to one of the developers, they were actually meant to trigger at critical health during missions to build tension[[/note]] are similarly depressing, perhaps even too much for a DarkerAndEdgier game.
* Faustin's death can be for some. Sure, he was a drug-addicted, wife-abusing scumbag, but as Ilyena and Dimitri have said, he wasn't always like that. And despite all of that, he was also one of the few bosses in the game who actually respected Niko and didn't try to manipulate or set him up. It's [[AlasPoorVillain quite tragic to see him at the end, broken by American life]] and [[EtTuBrute betrayed by his two closest allies]].
-->'''Mikhail Faustin:''' Betrayed, betrayed by Dimitri and by you! Too kind! That's what I was, too kind! I led the snakes into the nest, and they destroyed ''everything''. I gave them everything, and they took everything from me! Now they've sent you to take the only thing I have left! You have cut the corners! There's ''nowhere'' for me to go!
* The penultimate mission, "Mr and Mrs Bellic". In the previous mission you were given the choice to either strike up a lucrative deal with the person who screwed you over earlier in the game or take revenge for said screwing over. Which one you pick determines what happens in this mission.
** If you pick "Revenge", Pegorino kills Kate shortly after you tell her you're done with your life of crime and that you may want to settle down with her. And Niko cries at the loss of Kate. It's really difficult not to tear up a bit for Niko.
---> "Poor girl.... she should never have got close to me."
---> "Damn... I was meant to protect her."
** If you pick "Deal", Kate breaks up with you for being a greedy jerkass. Made worse for the fact that Roman gets shot at his own wedding and Niko goes into a HeroicBSOD, clearly distressed of his cousin's death. This scene is more devastating and more tragic for the fact that [[BigBad Dimitri]] was behind of all of this. As for Kate, she later calls back with implications she's willing to patch things up, but it's barely a silver lining considering that Niko is still grieving over Roman's death that ''he'' feels responsible for.
*** Also, to make things worse, if you have picked "Deal", Niko will wake up in the apartment in South Bohan after the wedding and say "Roman... I'm so sorry, cousin." in a very devastated tone.
** In the Revenge ending: Packie phones in tears over how, in the space of a few months, two of his siblings have been murdered and one has a long prison sentence, leaving Packie with only his mother and a brother who is a drug addict or a corrupt murderer. He eventually ends up in Los Santos in ''VideoGame/GrandTheftAutoV'', but his fortunes aren't exactly much better, with his advanced skills in heist operations only finding use in sticking up low-income stores until [[SugarWiki/CrowningMomentOfHeartwarming one of the three protagonists of that game come across him.]]
--->'''Packie [=McReary=]:''' I never thought this would happen, Niko. I never fucking thought it. Kate, sweet, innocent Katie...\\
'''Niko Bellic:''' I'm sorry, Packie. I was there, I tried to stop it...\\
'''Packie [=McReary=]:''' ''(sobbing)'' She didn't do nothing to nobody! It was us [=McReary=] men who were the sinners! We're paying for that ourselves, she didn't have to pay too!\\
'''Niko Bellic:''' She didn't, Packie. You're right.
** In the Deal ending: Mallorie phones Niko and tells him that, due to Roman's death, she's not only pregnant with his child, but never got the chance to tell him, and will now be forced to raise it without a father.
* How about the moment when Niko finds out that Michelle/Karen is working for the government? Worst of all, she's a KarmaHoudini, but the bright side is that [[WhatHappenedToTheMouse she never gets mentioned or appear again]]. At least until ''VideoGame/GrandTheftAutoV'', in which she gets a brief scene showing she's become [[JumpingOffTheSlipperySlope a LOT worse]].
** Especially when Niko says "You fucking bitch!". He doesn't sound angry as much as he does distraught.
* Roman yelling at Niko how they lost everything after their homes were burned down during the Yugoslav Wars.
* Some of the date dialogue with other characters gets depressing sometimes. Dwayne's reveal about how crappy his childhood was, Kate's drunk dialogues and Patrick's anger about his dysfunctional family stand out.
** Packie's dialogue details an abusive relationship with his father as he opens himself up to Niko, culminating in an attempt at molestation.
** Hell, Packie's dialogue in general about how miserable his family is. He recounts a fight between Derrick and Gerald when they were younger that was so violent he thought one or the other of them was going to die. They only stop when they see Kate huddled in the corner and crying, having seen the whole thing.
* If you choose to kill Francis in "Blood Brothers," Packie merely looks inconvenienced at the funeral and speaks rather casually about the deceased, even joking about him while riding in the hearse with his brother's body. If you kill Derrick instead, Packie seems ''emotionally destroyed.''
** More on Francis. They were still family, so it's sad to think about how truly resentful Packie was, makes you wonder just what kind of brother Francis was to him.
* One of the conversations that Niko has with Kate where he reveals what really happened to Roman's mother, the woman who basically raised both of the cousins. The woman was raped and murdered during the war. Niko could never bring himself to tell Roman the truth, so he lied and told him that she had died in a house fire.
* You get a retroactive one when you play ''The Lost and Damned'' and realise who the biker was you had to kill in chase through the subway. This can even apply to the nameless other biker who accompanies him.
* All the plot in "That Special Someone". Niko, with the help of the U.L. Paper contact, has finally tracked down Darko Brevic, the man who betrayed Niko's squad during the Yugoslav Wars and got his friends killed, all for a paltry thousand dollars. When Niko finds this out, he sounds as if he's on the verge of tears.
-->'''Niko:''' You killed my friends for one thousand dollars...?\\
'''Darko:''' [[NotSoDifferentRemark How much do you charge to kill someone?]]\\
'''Niko:''' YOU ''RUINED'' ME, YOU ''FUCK!!!''
* After you kill Mikhail Faustin, his number will still remain in your contacts up until mid-Algonquin. If you decide to call his number, the voice message is replaced by his wife, Ilyena, telling callers to leave her and her daughter alone out of sympathy for her husband's death.
* Certain players nearly wept in tears when Roman got kidnapped by Dimitri's henchmen and Niko had to save him.
** It only gets more heartwarming once the action shifts to Algonquin; Roman managed to make some serious money from the insurance claims on the destroyed taxi office, and finally manages to achieve something close to the dreams he had; he now owns an updated fleet of luxury [=SUVs=] for his rebuilt firm, a fancy apartment in one of the richest parts of Algonquin, and can finally partake in the city's nightlife, as revealed in [=TBoGT=].
** YMMV during [=TLaD=], it turns out the "biker guys" Roman was talking about are Johnny and Malc, who are forced to play as Roman's kidnappers to get Ashley out of Russian Loan Shark. While it is technically Roman's fault for borrowing money from Russian gang without telling anyone, and Roman's desperate pleading along the way was worth the chuckle, it does not hide the fact that Roman actually thought he would not get out of the trouble alive for once, had Niko did not come for Roman, the poor man would be slowly beaten to death by the Russian mobs.
* The fact that Niko never really takes an honest shot at going straight. He has spent his life mired in despair and violence, committing all kinds of terrible crimes in order to survive and he clearly regrets all of it. However, he never tries to cut ties with the criminal element of Liberty City and live an honest life. You might be angry at him because it seems like he does a lot of this to himself, but then you realize something; Niko has been a criminal for his entire adult life. It's entirely possible the reason he doesn't try to go straight is because he has no idea how to be a normal, law-abiding individual; his life has almost entirely been defined by crime.
** Canonically, Niko disappears from the Liberty City's underworld altogether after the events of the game. If his [=LifeInvader=] page in ''[=GTA=] V'' is to be taken as canon, Niko is working full-time for Roman's taxi service in Algonquin. It seems that Niko finally gets that peaceful life he has always wanted in the end.
* "Roman brought me to this city and I was nothing but a curse to him. He was beaten because of me, he was shot, his business and his home were burnt down. He was kidnapped.... I should have known that the lives of those close to me would be destroyed."
* In the "Deal" ending, when you finally catch up to the mortally-wounded Dimitri, Niko gives him a few [[TheReasonYouSuckSpeech harsh words]] but ultimately ends the conversation not with a PreMortemOneLiner, but rather something much more sobering and tragic, showing that even as he ends the man who made their lives a living hell, his mind is still on his cousin:
-->'''Niko''': Roman...never hurt anyone.
* The relationship between Dwayne and Playboy X is quite tragic as Dwayne was a mentor to Playboy until he got locked up, then Playboy went down a dark path and if you choose to kill him over Dwayne, he talks about how he wished he was able to see the signs of Playboy going down a dark path sooner and that maybe he would've been able to talk him out of it.
** And if you choose to kill Dwayne, the game does just about everything to make you feel like shit for doing it, when Niko goes to kill Dwayne, he's clearly hurt about the betrayal (and if you do the execution, Niko can't even bring himself to look at Dwayne when killing him) and Playboy calls you afterwards saying he wants nothing to do with you because of the fact that you killed his mentor and he can't even bring himself to look at you.
* Kate saying though her father never touched her, she knew he was molesting Packie and the others. Imagine living with that.
* During a date with Alex Chilton, Niko comes clean about being a ProfessionalKiller and basically cries that he just wants to be loved by someone. Alex brushes this off as a joke, so Niko has to painfully lie that he works in construction instead. It's especially painful if the date takes place after the Revenge ending, as it highlights that Niko will never have a relationship with someone who accepts his past ever again.
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