* FridgeLogic: Why is Barry Mickelthwaite PhilCollins' manager? What happened to [[http://en.wikipedia.org/wiki/Tony_Smith_(manager) Tony Smith]]? Admittedly, this may only be a FridgeLogic moment for Collins and/or Music/{{Genesis}} fans. Given Collins's [[PromotedFanboy personal involvement in this game]], this was almost certainly a plot necessity/plot device.
* MoralEventHorizon: Marty Jay Williams crosses the line when he kidnaps his own wife Louise and tries to turn her into a prostitute.
** Jerry Martinez crosses this when he kidnaps, rapes and intentionally injures Louise.
** Armando Mendez absolutely crosses this when kidnaps and kills Louise.
* TearJerker: [[spoiler: Louise's death, especially when she tells Vic to make sure that her baby daughter is taken care of.]]
* ThatOneLevel:
** One of the final missions, "Light My Pyre". The mission begins with a highly annoying car chase that wouldn't be so bad, except you have to escort [[TheLoad Lance]], who is riding a motorcycle and seems to enjoy [[StopHelpingMe getting in your way (sometimes, even in your line of fire) and getting himself killed, which is a Game Over.]] Then, you have to fight through a small army of heavily armed, respawning goons to get around the back of a building and through a door. THEN, you have to fight [[spoiler: Armando Mendez]], who is wielding a flamethrower. If that weren't enough, you're forced to fight him in a disorienting top-down perspective -- not to mention, his goons storm in and fight you, as if a man setting you on fire with a flamethrower wasn't enough. (This part is made almost laughably easy [[GameBreaker if you have a minigun with you]], but if you don't...) And if you die? Back to the beginning. And if you do finish it? You find that [[spoiler: Louise, the woman you went through all this hell to save, is dead.]] [[SarcasmMode What fun!]]
*** This is subverted to some extent, however, if you took the time to [[spoiler: complete the fireman missions, which make the boss' weapon completely useless]].
** "High Wire". Picking up a few cargo containers of the backs of slow-moving trucks with a sky crane isn't too hard, even with the wonky helicopter controls. However, once you have to fly all the way over to the other island and pick up Diego's small, fast-moving car while he's being chased by armed bikers, those chopper controls will make you want to tear your hair out.
* ThatOneSidequest: Vigilante. While the earlier levels are acceptable, the later levels have enemies that can tear Vic to shreds if the player doesn't plan ahead or exploit the AI.
* TheScrappy: Lance, [[TheLoad BIG TIME]].
* TheWoobie: Louise. She did not finish high school, her ex-husband abused her verbally (and probably physically), was kidnapped twice (and allegedly raped and tortured) by Jerry Martinez and Armando Mendez, and finally being killed by Armando.
** IronWoobie: Victor Vance. Unlike all the other playable characters of the series (including [[VideoGame/GrandTheftAutoSanAndreas CJ]], who has been considered have more "moral" than most), Victor Vance in the background does not like to be a drug dealer or kill people, he just feels compelled to to. Adding to this, his mother is a drug addict, and his brother an [[TooDumbToLive idiot]], JerkAss, ManChild and a crazy for the money without seeing the consequences.
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