I'm pretty sure you can do that in GTA5. It's been a while since I've played that though.
I started 4 but just couldn't get into the story, so I stopped there. I still need to play Max Mayne 3.
I liked 4, it got pretty good when you meet the Irish. I think that more time was spent on the new game play mechanics for 4 than the story. They did much better on 5 with story and whatnot. There are also some cameos of characters in 4 that show up randomly in 5 if you like that kinda stuff
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