These are the games in the series that have links. GTA I,II & IV are not linked as far as I know. I'm posting here because this is where it starts. Vice City happens first. The main character, Tommy Vercetti, doesn't reappear, although he gets a mention in SA. I have read that Tommy can be seen robbing a bank in SA, but I've never spotted that. Tommy deals with Ken Rosenberg and Kent Paul. Later in VC Tommy works with arms dealer Phil Cassidy. On to San Andreas. CJ, the main character, dates a girl called Catalina. They split and she runs off to Liberty with a silent guy. Later in the game, Ken Rosenberg and Kent Paul from VC reappear as CJ's associates and CJ has dealings with a guy called Salvatore at Caligula's Casino, who is seen trying it on with a waitress at one point. On to GTA III. You are playing the silent guy who ran off with Catalina, who double-crossed him and left him for dead. Mr Silent works for Salvatore from SA, and Salvatore has a girlfriend, Maria, who I'm pretty sure (not 100%) is the waitress he was getting fresh with in SA. Later, Mr Silent helps out a one-armed gun dealer, who is Phil Cassidy from VC (where he lost the arm in an explosion, although he claims to have lost it in action in Nicaragua or somewhere). I think that's it. If I've left anything out, I'd be happy to be enlightened.