The Z Games is an extreme action sports competition, shown in a trailer for The Ballad of Gay Tony. The name is a parody of the X Games; it is also a parody of the Dew Tour due to its sponsorship with Sprunk Xtreme. The Z Games is presented by CNT and the Rockstar Games Social Club. It is the host of an extreme basejumping competition, where 16 contestants must jump off 9 buildings in Liberty City (seven in Algonquin, one in Alderney, and one in Dukes) in the fastest time possible.
The basejumping competition refers to the same activity in The Ballad of Gay Tony's multiplayer mode. The player can track their stats if their PlayStation Network, Xbox Live, or Games for Windows Live account is linked to the Social Club.