The introduction opens with a shot of the Liberty City Bank, as a Banshee driven by Chase zips by and stops in front of an adjoining alleyway to pick up a team of three bank robbers who have just robbed the bank: Skye, Rocky and an unnamed associate with Colombian Cartel attire. Rocky falls behind while escaping, and finds that Skye has killed the unnamed associate and has aimed the gun towards him. She tells him that she is an ambitious girl and no longer needs him, since she now has connections with Chase, who is a Colombian Cartel leader, and shoots him. She and Chase escape in the Banshee, leaving Rocky left for dead. Rocky survives, however, and is arrested by the Liberty City Police Department.

Now in police custody, Rocky is being transferred from the police headquarters in Staunton to Liberty Penitentiary to serve his 10-year sentence. Joining him in the police convoy are Skiff, following an arrest which left his Tail fully bandaged, and Marshall, arrested for possessing no legal documents.

While crossing the Callahan Bridge from Staunton to Portland, the convoy is ambushed by the Colombian Cartel, who are unaware or uncaring of Rocky's presence and abduct the Oriental Gentleman and flee, leaving the door open for Rocky and Skiff to escape police custody. However, the Cartel leaves a bomb that kills all the witnessing guards and destroys the bridge, isolating Portland from the rest of Liberty City leaving only Skiff and Rocky alive.

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