Grand Theft Auto IV/WMG

Mallorie's baby is Vlad's

The game is only set over a couple of months at most, so it's at least likely.

The terrorists who are the reason for the closed bridges are a bigger threat than you think.

This is the explanation for why you have to wreak so much havoc until the police sends sufficient reinforcements... They have plenty of helicopters, yet will not send one if you "just" gun down some civilians. Why? Because they are too busy fighting a terrorist army elsewhere, so they will only send in the big guns when you become even more dangerous than the terrorists!

Packie Mc Reary will appear in GTA V

During the credit sequence for The Ballad Of Gay Tony, you see one scene where Packie gets out of a taxi cab at the Airport, with nothing but a duffel bag on his shoulders. Later, at the end of the credits, you see a shot of a plane lifting off, presumably with Packie inside. Obviously, Rockstar is trying to foreshadow Packie's involvement in their next game, whether he becomes a player character or he stays a supporting one. Further evidence shows up in some leaked documents for GTA V listing some character names, with a few having the last name Mc Reary.

All three protagonists (Niko, Johnny, and Luis) are on the edge of being assassinated by the FBI.

"Michelle" already warned Niko once. Figuring out her secret only upset him more but didn't change his ways until after completion. So it is fair to think that the NOOSE and FBI are stalking again. By the end of the month, him and the other two protagonists are going to be assassinated.