Grand Theft Auto was a cancelled game for the Sega Saturn. It was a port of the original Grand Theft Auto game. According to Keith Hamilton, who was the lead programmer, it used the engine of another Sega Saturn game known as Clockwork Knight and had a side 3D View and enhanced graphics. The port was cancelled early during development, supposedly because the team didn't have the necessary financial resources, so they decided to focus on the PC version.
After the PC version was a sucess, the PlayStation One (Sega Saturn's direct competitor at the time) would receive a version of the game three months later, but the Sega Saturn version never came up. It's probably that the team decided to keep the Sega Saturn port cancelled because the disastrous release of the console in North America.
The original DOS/Windows release for the first Grand Theft Auto has an alternate graphic set for the 320x200x256 resolution, which is identical to the one at the magazine screenshots for the Sega Saturn port. This set still uses the old DeluxePaint pallete meaning it was probably done in 1995 (GTA early days), so it is arguable if this graphic set was going to be the Sega Saturn's.