(outdated section, you can probably skip most of this. But it might still help, if you are just using wine without proton for example...)

You must follow each of the steps 1-4 to get the game working. Do them in order, don't skip ahead.

1. Install GTA IV through Steam.
   
   
2. Get additional dlls needed for GTA IV on Linux and put them in the right place.
   
   Download these two packages. These are the versions that worked for me at the time, newer ones might work too. You do not need to install them.:
   wine-staging-i386[dl.winehq.org]
   wine-staging-amd64[dl.winehq.org]
   
   Regardless of your system, you require both the 32bit and 64bit nvapi libs from these packages.
   Open them with your archive manager of choice and extract the nvapi files to their respective directories. These are the paths for extraction in the format [source] -> [destination]:
   
   
   (archive)/opt/wine-staging/lib64/wine/nvapi64.dll.so -> ~/.local/share/Steam/steamapps/common/Proton\ 3.7/dist/lib64/wine/nvapi64.dll.so
   (archive)/opt/wine-staging/lib64/wine/fakedlls/nvapi64.dll -> ~/.local/share/Steam/steamapps/common/Proton\ 3.7/dist/lib64/wine/fakedlls/nvapi64.dll
   (archive)/opt/wine-staging/lib/wine/nvapi.dll.so -> ~/.local/share/Steam/steamapps/common/Proton\ 3.7/dist/lib/wine/nvapi.dll.so
   (archive)/opt/wine-staging/lib/wine/fakedlls/nvapi.dll -> ~/.local/share/Steam/steamapps/common/Proton\ 3.7/dist/lib/wine/fakedlls/nvapi.dll
   
   Further Note: The destination path is in the installation directory of Proton and includes the Proton version number (in my example 3.7) which is likely to change with updates. You must adjust the destination path to match the currently installed version of Proton. If the game stops working, it's most likely that the path of Proton's installation has changed and the needed .dlls aren't in the new location. I'd also recommend keeping a copy of these dll files around, as well as a little bash script that places the files, so you can adjust it, as Proton's version number changes.
   
   
   
   
3. Download xlive dll [github.com]
   and put it in GTA's install folder:
   "~/.local/share/Steam/steamapps/common/Grand Theft Auto IV/GTAIV/"
   
   
4. Block connection to rockstar:
   
   sudo echo "127.0.0.1 tv.rockstargames.com" >> /etc/hosts
   
   Explanation of the command: You are appending a line to the file /etc/hosts. More on the hosts file here[askubuntu.com]. On starting the game, a connection is made to rockstar's servers, probably for DRM reasons. By redirecting this to localhost instead (the address 127.0.0.1), you effectively block the connection to rockstar which is necessary for the game to work. This can also be used to block ads and other unwanted connections.

This section is about essential enhancements to the game that aren't required for installation, but I'd still recommend them. Some of these things are more up to personal preference, but you should at least add the launch options to improve performance a little.

• In the in-game graphics menu, turn down the resolution and graphics settings. I'd reccommend playing at half of your native resolution and everything on lowest, then slowly turn up textures and everything else. Putting everything on high, will likely lead to unplayably low fps. Some settings apparently add graphical issues.
  
  
• Adding Launch options
  Right click GTA IV in steam library -> add launch options:
  
  -nomemrestrict -norestrictions -percentvidmem 100 -availablevidmem 2048 -noprecache -novblank
  
  Explanation: These values may differ for your PC, so they may be different depending on your specs. -vidmem should be set to the available GPU vram on your PC, although I remember reading that GTA IV doesn't make use of more than 2048 MB vram, it probably doesn't hurt to set it higher anyway. The other options give more memory (up to 4 GB) and disable v-sync. I think the game may have reset my resolution options sometimes, unless I specified them with a launch option, you can also set your resolution by adding (again adjust numbers if your rez is different):
  
  
  -width 1920 -height 1080
  
  
• The bullet spread .asi fix[github.com] puts bullet spread back in the game.
  Download, extract it and put it in your GTA game directory:
  "~/.local/share/Steam/steamapps/common/Grand Theft Auto IV/GTAIV/"
  
  I'd reccomend it. The dead accurate aim with mouse+keyboard controls feels unnatural and makes the game too easy.
  
  
• Let the game use 4 GB of RAM, instead of two. Apparently 4 is the max that GTA IV can utilize...
  Change the contents in this file
  
  "~/.local/share/Steam/steamapps/common/Grand Theft Auto IV/GTAIV/pc/stream.ini"
  to the following values:
  
  virtual 409600
  physical 409600
  virtual_optimised 409600
  physical_optimised 409600
  
  
• Skip intro video to start the game quicker:
  http://archive.is/NyV3X

While trying stuff out, I noticed there are some things you shouldn't do. Here they are, so you can avoid them too:

• Do not rename paul.dll, or the game won't start. This was stupidly recommended on PCGamingWiki, among other actually useful tips.
  
• You will also see for example on PC gaming wiki that there is a .asi called colaccel
  that will supposedly improve your loading times.
  For me it lowered performance and made the game crash whenever I died or got arrested by police.
  Avoid this .asi file.

I found most info from:
https://github.com/ValveSoftware/Proton/issues/350
https://pcgamingwiki.com/wiki/Grand_Theft_Auto_IV
https://www.protondb.com/app/12210

Thanks to everyone who helped figuring this stuff out. Good work!
If you had success with the guide or issues, please comment and consider posting a report on ProtonDB[www.protondb.com].

This worked for me with GTA IV v. 1.0.8 and Steamplay Proton 3.7
OS: Arch Linux 64-bit
GPU: Nvidia Geforce GT 640M

Performance: I got low framerates with high settings, but with low settings (everything lowest, except medium textures, 16x anisotropic filtering, resolution 720p) the game ran smooth enough
and I played through the main story with only one real issue: during the bank heist mission,
the walls in the inside of the bank went completely transparent, making it difficult to complete.

Graphical issues (maybe these are generally an issue with the game though):
- Water reflections are very flickery, even when turned off
- Sometimes the lighting on buildings in the distance flickers

Overall the game is perfectly playable to me, but I don't have high standards...
I'd give it a high silver rating. Mostly because the multiplayer doesn't work.
If it was only about the singleplayer, I'd still give it gold.
Another thing to take into consideration is that this game also seems plagued by issues in windows.