Grand Theft Auto: Episodes From Liberty City is a stand-alone game featuring tlad and tbogt..
Another neat feature introduced in The Lost and Damned, which also made it into The Ballad of Gay Tony, is a mission checkpoint system. Some of the missions take a long time to beat, and a good number of them involve riding or driving to locations that might be a good distance away before the action really gets under way. In GTAIV it could be frustrating to fail these missions, because doing so meant restarting them from the beginning, but the checkpoint system addresses that problem by giving you the option to restart from the last checkpoint that you made it through successfully. Unlike the more inventive and varied missions in The Ballad of Gay Tony, the missions in The Lost and Damned rarely deviate from the original GTAIV formula. You get to ride alongside your gang brothers occasionally, and you can call for backup from them during certain missions, but playing as Klebitz feels a lot like playing as Bellic for the most part.
If you've played through a good portion of GTAIV, it should come as no surprise that Klebitz's and Bellic's paths cross occasionally. Sometimes it's as subtle as the pair simply having a mutual acquaintance, but in one mission the two characters briefly work alongside each other, and if you remember said mission from the original game, it's great to see the events unfold from a second perspective. The Ballad of Gay Tony does an even better job of referencing characters and content from previous Liberty City outings and actually kicks off with a cutscene set during one of Bellic's most memorable missions. Lopez has a very different group of friends and acquaintances than the other two protagonists, but he's a killer-for-hire and he dabbles in drug-dealing, so he inevitably ends up moving in some of the same circles--or at least looking at them down the barrel of a gun. Again, you get to see a handful of missions play out from a second or even third perspective, and given Lopez's penchant for parachutes and the prominence of helicopters in his episode, his view is often very different.