@DeVer47 - Red Dead Redemption was released in 2010 (set in 1911).
San Andreas is a state - however the other cities that are present in other games; Vice City and Liberty City and a couple of other places (Bullworth and Carcer City, I believe), at least for the 3D era games, exist in the same universe as each other.
Originally Posted by phexitol
So there may be a New York in GTA, but it's only a small town, whereas Liberty became a state. Remember that RDR's towns and areas aren't real-world places either. This doesn't mean the universes are connected, but the converse is also true.
That is a good point you bring up there regarding the placenames in Red Dead Redemption not being real - however, since Liberty City is basically GTA's version of New York, and the fact that New York is mentioned by name in Red Dead Redemption, I can't help but think that the Red Dead Redemption's world isn't in the same universe as the HD era GTA games. I forgot to mention that California is also mentioned by name in Red Dead Redemption - which is San Andreas in the GTA universe.
Furthermore, I actually did some reading around the place - and I found something that stated that Rockstar said in an Asked & Answered article on their Newswire ages ago that Red Dead Redemption and GTA weren't in the same universe. I can't seem to find the article though.