Grand Theft Auto
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Grand Theft Auto - Did You Know Gaming? Feat. Egoraptor
Despite never revealing whether the GTA2 protagonist Claude Speed and GTAIII protagonist Claude are the same person, Rockstar has at multiple times hinted that they could be the same person, or at least that they are two incarnations of the same character. When asked about this, a Rockstar spokesperson replied "Probably. It seems very likely but it's also possible that there are just a lot of angry silent car thieves called Claude out there." Later on Rockstar used Claude's GTAIII artwork on their official Facebook page with the name "Claude Speed" written next to him.

If they indeed are the same person, it would mean GTA2 would take place in 1999 as hinted in the game and that either Claude doesn't die at the end of the GTA2 opening video, that the video is non-canon, or that Claude's rap sheet where his age is shown is fake.
Contributed by Mass Distraction
The font for the Grand Theft Auto logo is the same font used for The Price is Right logo.
Contributed by DeerBoarDude
Shooting the moon with a sniper rifle will cause it to change size in many of the 3D Grand Theft Auto games. In GTA 3, it will only toggle between two sizes, but in later games it can change between up to eight different sizes.
Marco's Bistro makes an appearance in every GTA III Era game, except for Vice City Stories.

• In Vice City, Sonny Forelli and a couple of his associates sit inside Marco's Bistro and discuss how best to deal with the release of Tommy Vercetti after 15 years in prison.

• In San Andreas, Salvatore Leone, Don of the Leone Family, orders Carl Johnson to go to the Bistro to kill a high ranking Forelli gang member in the mission "Saint Mark's Bistro".

• In both Liberty City Stories and GTA III, it can be seen in the Saint Mark's district of Portland.
Contributed by ClaudX
Lazlow Jones (the character, not the producer who plays him) is the most commonly recurring character in the GTA franchise. He has a character arc that spans across several games:

• Chronologically, he starts his career as an intern for the V-Rock radio station in GTA: Vice City Stories. He works his way to become the head of the radio station in GTA: Vice City, but his increasing ego gets him fired.
• He later moves to Los Santos and replaces Billy Dexter in WCTR's Entertaining America in GTA: San Andreas. A sudden alcohol addiction costs him the job and he later flees Los Santos.
• In the late 90s, he goes to Liberty City and hosts Chatterbox on Liberty City Free Radio in GTA: Liberty City Stories. In GTA III, he and his partner Donald Love take over LCFR, renaming it to Chatterbox FM. He loses this job shortly after and his life spirals downward to a celebrity has-been.
• He makes a comeback with a new radio station in Algonquin called Integrity 2.0 in GTA IV. However, his "washed-up" celebrity status keeps it from being a hit.
• He moves back to Los Santos in GTA V, working in WCTR once more in a show called Chattersphere. He also makes his first physical appearance by hosting the talent show Fame or Shame.
Contributed by Antwan
In Grand Theft Auto: San Andreas and Grand Theft Auto IV, the Micro SMG is actually a civilian-legal pistol version of the IMI Micro-Uzi sub-machine gun but called Micro SMG in-game, while it is a full-sized IMI Uzi submachine gun in the other games. It can be identified as the pistol version because the side-folding wire stock is deleted, and there is no provision on the rear of the receiver to mount one. One can only assume that the pistol was illegally modified for full-automatic operation.
Contributed by Psychospacecow
Lazlow Jones, who had co-written and produced the radio stations for most of the Grand Theft Auto games as well as starring in them, had almost lost the radio station master recordings due to floods from Hurricane Sandy in October, 2012. Lazlow's studio is based in Long Island on the ground floor.
Contributed by KnowledgeBase
Phil Cassidy makes the most appearances throughout the series, appearing in four games altogether (GTA III, GTA Vice City, GTA Liberty City Stories, GTA Vice City Stories).
Contributed by ClaudX