In GTA III, the sound of a train can be heard in Shoreside Vale. The strange thing about this is, that there are only trains in Portland and Staunton Island, not Shoreside Vale.
In GTA Vice City, many unexplainable noises can be heard. An example is the sound of people playing basketball at basketball courts, when there is actually no one there. Sounds of strange snoring can be heard in the locker room at the VCPD at Washington Beach. Sometimes the sound of a train can be heard in anywhere of the cities, but very rarely
These sounds may be audio files accidentally placed in the wrong place, or sounds heard wrong by the player.