The GTA games produced to date are:
GTA I
GTA London
GTA II
GTA III
GTA: Vice City
GTA Advance (for Game Boy Advance)
GTA: San Andreas
GTA: Liberty City Stories
GTA: Vice City Stores (for the PSP)
GTA: IV
GTA: Chinatown Wars
GTA: Episodes from Liberty City (XBox 360 Exclusive):
The Lost & The Damned
The Ballad of Gay Tony
GTA: Myriad Island (available on fast direct download service)
NEWS UPDATE:
In case this is of interest to you, I have just read an item that announces Episodes from Liberty City (previously an Xbox 360 exclusive) is to be apparently available for PS3 and PC on 30th March this year.
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Grand theft auto: IV and Grand theft auto: San Andreas
By inventor of Grand Theft Auto. You mean by the console games right? If so the creators of GTA are Rockstar Games.
You can download some Grand Theft Auto games for free. Search on google for demo downloads or get a Bittorrent client or Vuze and download the games as torrents.
grand theft auto iv
Not before Grand Theft Auto Portsmouth.