Actualy rockstar have made it like this:
GTA: London
GTA: (The first one)
GTA: 2
GTA: 3
GTA: Vice City
GTA: San Andreas
GTA: Liberty City Stories
GTA: Vice City Stories
GTA: 4
Rockstar is not acknologing that the PS1 GTA's don't count. Some of these GTA's have numbers or names, and there has not been GTA 4 so that's why they are making it now. But they said they may just change the 'IV' to the city the game is based in.