Backstory:

The main character Niko Bellic is a man immigrating to Liberty City. His cousin Roman has already arrived in the US and pursuing the American Dream. Niko is under the assumption that Roman has all sorts of money and big cars with lots of girls based on the letters he has been sending home. Niko however quickly learns that the letters were lies and Roman is really in debt with gangsters. Niko and Roman then start out on their path to paying off debts and creating a new life.

Later in the story we learn that Niko arrived at Liberty City to search for a person he has blamed for the sneak attack on his unit in the bosnian war. While creating ties through Liberty City via Roman's loan shark he finally ends up in the service of Mikhail Faustin, a major mob boss in the city. His second in command, Dimitri Rascalov, is mostly the one who sends Niko on random jobs around the city until they kill the wrong guy and Dimitri sends Niko to kill Mikhail. When Niko goes to collect on the money owed to him Dimitri betrays Niko and reveals that he is working for a new guy, Rodislav Bulgarin. After this a cut scene shows Niko is actually a former employee of Rodislav, and they are on bad terms 'cause immediately after this Rodislav sends men to kill Niko. After Niko escapes he meets up with his cousin Roman to find their taxi business in flames, along with their apartment.

Niko and Roman move to a different part of the city and take up rent in an appartment owned by Romans girlfriend Mallorie. As the story continues Niko begins working for different people through out the city, some of whom he kills others who die off. Eventually he finds one of the men he was looking for, Florian, only to learn that he has changed his name to Bernie. Niko finds out this is not the man he is looking for, and there is only one remaining person who could have done it. Darko Brevic.

As the the game comes to the end Niko begins working for a government agency that is masked as a paper company. The boss there finds Darko in Bucharest and find a way for him to be brought to Liberty City as a reward for all the work you have done for them. Niko meets Darko who in the past years has become so guilt ridden that he has taken to drugs and alchohol, becoming completely addicted. The player then gets the option to kill Darko or let him live. At this point the game is essentially over, but depending on what choice you make one of two things happen. Either your cousin dies, or your girlfriend dies. Either way, it isn't exactly a happy ending.