Topic on Talk:Grand Theft Auto IV
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Check out this solution. Maybe it works in GTA IV too: https://www.pcgamingwiki.com/wiki/Max_Payne_3#Localizations
From checked solutions for now, you can follow this one: https://www.pcgamingwiki.com/wiki/Grand_Theft_Auto_IV#Game_language_doesn.27t_follow_Steam.2FRockstar_launcher_settings