Hey, It's That Voice!: Most of the radio DJs. For example, Juliette Lewis for Radio Broker and Iggy Pop for Liberty Rock Radio.
Ray Bulgarin is the infamous Russian that Paulie and Chris tried to kill in "Pine Barrens" episode of The Sopranos. Eugene, the guy who tried to retire from Soprano crime family, plays Anthony Corrado, a character named after Tony Sopranos and his uncle Corrado "Junior" Soprano.
Early in development, Rockstar considered setting the game not just in New York City, but in New YorkState as well, a la San Andreas, complete with their own rendition of the Hamptons and the Adirondacks. While this was dropped so that they could focus on Liberty City, references to an area called "the Caraways" (presumably based on the Hamptons) can be found in some dialogue.