PSM has claimed that a Rockstar representative told them "that GTA4 will be set in Europe and span across six different cities." The idea of six cities in a next-gen GTA would certainly expand on the multi-city deal in San Andreas, but no official Rockstar confirmation has been given concerning this.

While you consider this latest rumor, feast your eyes on some nice city renders purportedly from the mysterious game in question, but originating in a Nintendo forum post.