Grand Theft Auto is set in three completely different cities which are not connected, unlike later games in the series. They are completely separate levels which can be choosen to play. Players will have to work their way through the each city and their levels in order to progress to the next.
All three cities in Grand Theft Auto are filled with crime, corruption and a number of gangs and crime bosses at war with each other. Murder, theft and random acts of voilence are common place.
Liberty City is based on New York City, and is the
major Grand Theft Auto city, having appeared (or mentioned) in almost all of the Grand Theft Auto games to date.
San Andreas is loosely based on California, and also featured as it's own game in the GTA III series of games as Grand Theft Auto: San Andreas and later in the HD series game Grand Theft Auto V.
Vice City is based upon Miami and like San Andreas was also used for a stand-alone game in the GTA III series of games as Grand Theft Auto: Vice City.