After you kill the drug dealers in the mission for Little Jacob called Shadow, leave the room and go back the way you came, and on the wall just before you go down the stairs you'll see graffiti which has the name of every previous GTA protagnoist on the wall - Claude from GTA III, Tommy from VC, Carl from SA, Tony Cipriani from Liberty City Stories, and Victor Vance from Vice City Stories. The text says things like "Victor - never forget you / always remember you bro", "RIP Claude", "RIP Toni", "remember Tommy - u r still my hero", "Carl I love you RIP everyone miss you", "RIP Vic".