Cocaine or Coke as it is referred to in-game, is a drug that features in many, if not all the GTA games. In Grand Theft Auto IV, it features as part of the story, In Grand Theft Auto: Chinatown Wars, it is one of the six types of drug that Huang Lee can peddle around Liberty City.
GTA IV and TLAD
There are four batches of coke in Grand Theft Auto IV.
The first batch is introduced during the mission The Snow Storm, in which protagonist Niko Bellic must retrieve it from some thiefs who have stolen it from drug lord Elizabeta Torres. The AOD had collaborated with fellow drug dealer Little Jacob, also Niko's friend, to find a buyer for it. Niko kills all the AOD thiefs and succeeds in recovering the lost coke, so Little Jacob asks Niko to meet him at Chase Point in South Bohan, as he suspects something strange is happening. When Niko arrives, he is shocked to discover that his girlfriend; Michelle, is actually working for the United Liberty Paper, a shady government agency and had been assigned to watch Niko all along. She tells both Niko and Jacob that her employers need Niko's help, and allows both of them to escape arrest, but also tells them that Elizabeta will not be so fortunate. Elizabeta is subsequently arrested.
In the GTA IV expansion episode, The Lost and Damned, It is revealed that Elizabeta hired Lost MC member Johnny Klebitz, along with the Uptown Riders to steal the coke from the Angels Of Death, this coke is the first batch of coke that Niko steals later on. Elizabeta eventually gets Jacob and his posse to find a buyer for it. Unfortunately, Jacob unknowingly strikes a deal with the AOD, who, angry for being robbed earlier, take the coke back without paying. It is then that Elizabeta orders Niko Bellic to go and steal it again, leading to her arrest.
After Johnny steals the coke from the AOD, a drug mule named Marta, one of Elizabeta's friends arrives in the city with a small amount of coke hidden inside her body in condoms. This is the second batch. Johnny manages to help her escape arrest and brings her to Elizabeta. Johnny, and two Uptown Riders members Malc and DeSean then try to sell this coke to a buyer. The buyer attempts to rob the coke, causing both parties to draw their weapons. The cops show up, confirming Elizabeta's suspicion that she was under investigation. Malc, Johnny and DeSean make a break for it with the coke. When they escape, Malc takes the coke and Elizabeta tells Johnny to stay away from her as the heat increases.
Batches 3 & 4
There are two more batches of coke involved in GTA IV, but they do not concern Elizabeta. This includes the coke seen in Catch the Wave, batch 3, when Niko and Phil Bell steal it from some Russians, after it was imported on speedboats from Vice City. The fourth and final coke batch is seen in the mission Liquidize the Assets, where Jon Gravelli asks Niko Bellic to destroy some vans containing the coke that the Russians had brought in.
Cocaine is one of the drugs that Huang Lee can peddle around the city for cash. It is one of the six types of drugs he can sell.