Grand Theft Auto: Vice City
These rumors were initially originated from GTA Vice City, when players started to hear sounds that are quite similar to the evil voices heard in GTA IV. Players hear these sounds when they get wasted in cars. Technical investigations have revealed that during combustion, car engine sounds like a shriek which is strangely similar to the evil voice heard in GTA IV. However, in reality, it's not an evil voice but an audio file for specific vehicle purposes.
Grand Theft Auto IV
In GTA IV, it is assumed that it is a common occurrence to hear the voice of a witch laughing. It is generally heard when the player is injured, especially by falling off a bike, ejection from the windshield, or by enemy gunfire. It can also be heard for a few seconds after getting hurt or when the player kills a pedestrian.
Players have speculated that this may be due to a distorted sound file, though this theory is not confirmed yet.