Little Lacy Surprise is a "fashion underwear" brand for children first mentioned in Grand Theft Auto: Vice City Stories, later introduced as a website in Grand Theft Auto IV, and also mentioned in Grand Theft Auto: Chinatown Wars and Grand Theft Auto V.
Grand Theft Auto: Vice City Stories
Allegedly, the underwear comes in a range of "styles" with the cartoon characters The Barfs and also comes in unisex. It also features other cartoon characters, according to the ad from Radio Espantoso, although they have very suggestive names, being "Horny the Unicorn" ("horny" is a well-known word for sexual arousal) and "Tapeworm" (in reality, tapeworms are parastic infections).
Grand Theft Auto IV
In GTA IV, the company supposedly hosts a website about a pageant sponsored by them located at Littlelacysurprisepageant.com.
The website is a sting site set up by the Liberty City Police Department to catch people trying to access child pornography, and it is spoken of on Weazel News. When the player visits the site, a warning message from the LCPD can be found, notifying the player that their IP address has been logged and that they are not anonymous, stating "We See It All. We Know It All". Upon exiting the browser, the player will quickly receive a five-star wanted level (four stars if Algonquin hasn't been unlocked yet) for attempting to view child pornography. The police radio can be heard as the player accesses the website or leaves the browser, with the dispatcher describing the player as a "sexual deviant attempting to access explicit images".
littlelacysurprisepageant.com has a generic site description, simply stating "Website for child beauty pageants," underneath its URL on the LuckyFind search page, while other websites have slogans associated with the site's products and services.
Grand Theft Auto: Chinatown Wars
One year later, in 2009, Huang Lee receives an email from "Illegal Teen", which indicates a site in which child pornography is available to see, and furthermore says it is surely legal and that they "wouldn't lie to people where money was concerned", finishing the email by saying "the FIB no longer controls the site*", with a post scriptum "*on an hourly rate".
This FIB reference and the pedophilia involved clearly points out that the site is indeed littlelacysurprisepageant.com.
Grand Theft Auto V
The Little Lacy Surprise brand is mentioned during the mission Deep Inside by the actress kidnapped by Franklin, she says that when she was three years old, her parents put her in a Little Lacy Surprise commercial.