Rockstar have, whether purposely or inadvertently, managed to create a sort of over-riding GTA Universe to which all of the protagonists, the characters, the cars and the cities belong. Its sort of our World Liberty City is basically New York, Los Santos is pretty much L.A but then again, its sort of not. When we play, for a while at least, we can lose ourselves in a dimension where our actions dont necessarily have consequences, were free from responsibility and were able to act on our impulses. Its the ultimate escape from a reality where one word in the wrong place at the wrong time is enough to land you in trouble.