Known cities and areas in Liberty State
In GTA 1, there is a landmass to the west of Liberty City known as New Guernsey. This is based on New Jersey, a state that neighbors New York. It is unknown if it's a separate city in-game or just a section of Liberty City.
In GTA IV, there is also a landmass west of Algonquin, which is known as the State of Alderney, which is also based on part of New Jersey.