According to Wikipedia, Continuity is "consistency of the characteristics of persons, plot, objects, places and events seen by the reader or viewer" of fictional works.
The term may be applied in the Grand Theft Auto series to compare the consistency in a number of fictional topics in each game. It is difficult to ascertain whether the continuity errors of many of the games are intentional or not, as settings and characters have been frequently redone, while plot lines in certain games are known not to relate to each other. It can be assumed Rockstar North, the series' primary developer, has little regards to continuity when the need arises.
A degree of effort was made to maintain continuity in the settings featured between GTA III and GTA Vice City Stories, with many characters recurring between titles, the settings maintaining their designs, and GTA III's plot expanded. Minor continuity errors, however, were still persistent in this part of the series.