In chronological order:

After Tommy, the protagonist of Sin City, became the boss (Sin City plot), the lawyer refused to take drugs, and Tommy kicked him out of Sin City, so he went to San Andreas to join CJ, the protagonist of San Andreas (San Andreas plot). . . CJ's ex-girlfriend katerina broke up with CJ, so she lived with Claude, the protagonist of GTA3, and went to Liberty City. Later, Katerina betrayed Claude (GTA3 plot of GTA3), and Claude killed Katerina at the last level of GTA 3, and got revenge. . . Claude is nowhere to be found in GTA4. . . It has nothing to do with previous generations of gta. . .