The missions within Grand Theft Auto IV are less structured than in prior versions of the game, with more of a feel of an interactive drama than a video game. They are designed to give players more freedom of choice and sense of control over the destiny of their character. Although the storyline missions are necessary to progress through the game and unlock certain parts of the map and content, they are not required and can be completed at leisure in different ways, depending on the player's choices. For example, one mission is to obtain the address of an informant by gaining access to a police cruiser. There are several ways to accomplish this: Call 911 on the mobile phone to summon an officer for assistance and take his car; shoot at pedestrians until the police arrive; or stealthily steal a car from a police station. Yellow markers represent each mission. Walking into them will trigger a cutscene.

Set in Liberty City, a fictionalized version of New York City, Grand Theft Auto IV centers on Niko Bellic, an Eastern European immigrant pursuing the "American Dream." The game presents a satirical view of modern day America and pokes fun at social and economic issues, liberals and conservatives, and criminals and law enforcement. Violence is an integral part of the game and current technology allows it to display in very realistic fashion.

1. "Call and Collect": Francis McReary, a corrupt police officer, requests that Niko retrieve a memory stick from an unknown blackmailer, and return it to him
2. "Final Interview": McReary blackmails Niko. In return for keeping quiet about a felony in Niko's past, he is to kill Tom Goldberg, a lawyer from the law firm Goldberg, Ligner & Shyster, and retrieve files from his office.
3. "Search and Delete": Brucie (fitness enthusiast and garage owner) wants Niko to kill a police informant before he testifies against Brucie's friends.
4. "Deconstruction for Beginners": Yusuf, a wealthy Arab, wants Niko to identify and take out the leaders of a striking construction labor force.
5. "Truck Hustle": As a favor to the Mafia for helping Niko to "find someone," he is asked to steal a truckload of heroin in Alderney.