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Xbox One owners can now enjoy Grand Theft Auto IV and the stellar Episodes from Liberty City through the backwards compatibility feature of the Xbox One. Rockstar Games and Microsoft added these two games to the list today.
All versions of the game, including Grand Theft Auto IV: The Complete Edition

If you don't yet own the games, you can get them from the Xbox Store. These include the main game, The Lost and Damned, and The Ballad of Gay Tony.