* 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.
** 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 TBOGT 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 2nd to last mission of VideoGame/GrandTheftAutoIV. 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" [[spoiler: 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.
** If you pick "Deal" [[spoiler: 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.
** Made even worse by the post credits phone call Niko receives:
*** Revenge ending: [[spoiler: 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.]]
*** Deal ending: [[spoiler: 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 [[spoiler:Niko finds out that Michelle/Karen is working for the government]]? Worst of all, [[spoiler: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 [[spoiler: "You fucking bitch!"]]. He doesn't sound angry as much as he does distraught.
* Roman yelling at Niko how they [[spoiler: lost everything after their homes are 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 [[spoiler: 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 [[spoiler: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 hears with his brother's body. If you kill [[spoiler:Derrick]] instead, Packie seems ''emotionally destroyed.''
* One of the conversations that Niko has with Kate where he [[spoiler: reveals what really happened to Roman's mother, the woman who basically raised both of the cousins. The woman was raped and killed during the war.]]
* You get a retroactive one when you play The Lost and Damned and realise who [[spoiler: 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". [[spoiler: 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.]]
---> [[spoiler: '''Niko:''' You killed my friends for one thousand dollars...?]]
---> [[spoiler: '''Darko:''' [[NotSoDifferent How much do you charge to kill someone?]]]]
---> [[spoiler: '''Niko:''' You ''ruined'' me, you ''fuck!!'']]
* After you kill [[spoiler:Mikhail Faustin]], his number will still remain in your contacts up until mid-Algonquin. If you decide to call his number, the voice message [[spoiler:is replaced by his wife, Ilyena, telling callers to leave her and her daughter alone out of sympathy for her husband's death]].
* The mission "Final Interview". Tom Goldberg was a lawyer who had files relating to Francis’ corruption. Francis convinces Niko to apply for an interview at his law firm in order to steal the files and kill Goldberg. Niko proceeds to threaten Goldberg with a weapon and demands the files. Goldberg complies and gives him the files, only to be immediately executed. The fact that Goldberg is actually a pretty decent guy from what we’ve heard about him makes you realize that no matter how sympathetic Niko can be, he is still a criminal who will cover for a corrupt cop and kill innocents if it makes him a quick buck.
* Certain players nearly wept in tears when [[spoiler: Roman got kidnapped by Dimitri's henchmen]] and Niko had to save him.