Purchasing Grand Theft Auto: Episodes from Liberty City gives you access to both The Ballad of Gay Tony and The Lost and Damned. You don't need the copy of the original Grand Theft Auto IV to play Grand Theft Auto: Episodes from Liberty City.

The Lost and Damned gives you the chance to experience Liberty City as you assume the role of Johnny, a veteran member of a notorious biker gang called The Lost.  Johhny was rather busy making all kinds of business opportunities for The Lost in Liberty City, but he is loyal first to Billy Grey, the club's President. Things start getting out of hand when Billy returns from rehab and he's ready to start a war. The city is in the middle of a bloody turf war with rival gangs taking each other out every day in order to gain control of an already broken city.

The Ballad of Gay Tony shows another side of Liberty City, and we see the adventures of Luis Lopez, who's a thug and also a full-time assistant to Tony Prince, also known as Gay Tony. You struggle in a world where everyone can be bought while also trying to maintain loyalty to family and friends.