One of the game's composers Colin Anderson, a life-long fan of progressive rock, had originally planned to include a prog rock radio station called "Ridiculous FM" that played "Regressive Rock", the joke being that it would play a single multi-part prog suite that was longer than any of the other stations in the game on an endless loop. Although this idea was cut from the game due to time constraints and the team feeling it was inappropriate for the game's setting, Anderson would regularly think about what the song would have been like until 2015, when he completed it with the help of several consultants and recorded it with the aid of vocalists and a live drummer. The final product, a 20 minute 16-part song called "YTZ", was released under the name Aori, a duo with Anderson and singer/lyricist Neil Horsburgh. "Aori" was previously the title of a song also written and released by Anderson under the name Ashtar that was featured on the Radio '76 FM station in Grand Theft Auto. Additionally, the song title "YTZ" is a reference to the instrumental "YYZ" by the prog band Rush; both names are airport identification codes used by airports in Toronto, Canada, and both songs feature Morse code messages spelling their respective song titles.
Contributed by MehDeletingLater
There is some discrepancy regarding the year in which GTA2 takes place. The game is often stated as taking place in 2013, as this is the year marked in police records found on the official GTA2 website. However, Head Radio host Johnny Riccaro says "the millennium is coming" in one of his broadcasts, suggesting the game takes place in 1999 or just before it. The game's own manual claims that it takes place "three weeks into the future", and the official website containing the police records used to have a timer always set three weeks from the current date.

The date was perhaps left ambiguous on purpose, as the city the game takes place in is also called "Anywhere, USA".
Contributed by Mass Distraction
The safe-houses in the game are churches with neon signs that says "Jesus Saves". Occasionally these signs will flicker, making it read "U Save". You are required to pay $50,000 to save your game here.

One of the churches also has the words "Rev. Elations, Club 13:17" written on top of it. This is a reference to verse 13:17 in the Book of Revelation, the final book of the Bible. This verse in the King Jame's Version reads: And that no man might buy or sell, save he that had the mark, or the name of the beast, or the number of his name.

This is an allusion to the number of the beast, 666.
Contributed by Mass Distraction
There is an unused sprite of a policeman talking in the game's files. In the game itself, dialogue parts spoken by cops are rare and use the generic "neutral character" face.
Contributed by ClaudX
The opening cutscene of the game is taken from an eight-minute short film made to promote Grand Theft Auto 2. Notably, it's the only official material made by Rockstar shot entirely in live-action.
Contributed by Antwan