If you caught a car on fire an ambulance and fire truck would show up. They would load the victim into the ambulance and the fire truck would put the fire out. Then the ambulance drive to a hospital and the fire truck would return to the fire station. It was just one small thing. In 5 an ambulance would spawn drive to the victim and run up to them and resurrect them. The fire truck would spawn and put the fire out then drive away and despawn.

The car physics were more realistic. It had vertices deformation. You could also mod the car damage and car physics. People reacted to where they got shot. It used the old euphoria physics engine for ragdolls. So you could have NPCs grab onto your car as you hit them (ie hold onto your hood or door handle). Water physics were a lot better. NPCs reactions to things around them were much better and more varied. Police would stop crime without shooting. IE they'd arrest people or give tickets etc. You could climb things (not just ledges but like scale up a building via the pipes and hvac). The phone and computer were a lot more interactive. You could call up any number you find even if it was written on a bathroom door.

GTA5 was a drastic step backwards in it's implementation. after GTA4.