I never really thought much of this before, but there are quite a lot of references to Liberty City in Vice City Stories.
Some pedestrians can be heard saying stuff like :
'im going to visit my cousin in Liberty City'
Something said by a Cholo containing Liberty City(in spanish i presume)
and another thing(I cant remember the exact wording) but it was a woman saying 'I just got back from Liberty City' or something along those lines.