I found this mini-article interesting. It talks about the development of GTA from its early days in Scotland, in the UK.
Many people probably assume that GTA is an American game series, and sure it is ultimately owned by American companies (Rockstar Games and Take-Two Interactive).
But GTA was originally made in Scotland, and Rockstar North, which I think is still the lead development studio for GTA, is still based in Scotland.
GTA must be one of Scotland’s most important exports of modern times. The website of Rockstar North clearly shows their Scottish heritage with a Scottish flag on the left-hand side:
I haven’t played GTA 5 (or any of the 2D games apart from the GBA release tbh) but as far as dark and gritty goes, I’d say that GTA 4 fills that role for the 3D games, especially the GTA 4 DLC The Lost and Damned. Wouldn’t call them cyberpunk though.