You've got amazing gangster film suggestions, although I feel it important to suggest that GTA IV is more than just a game about a punk who moves up the ranks, its great story telling with a violent backdrop. If you're looking for great story telling and branching off of just the gangster genre may I suggest a few?
These are dark/violent:
Natural Born Killers
Delicatessen
12 Monkeys
The Killers
The Replacement Killers
Taxi Driver
Hip Hop Lifestyle:
Kids
Exit through the Gift Shop
Dark Days
Drugs:
Requiem for a Dream
Trainspotting
Scarface
I dunno if this helps/hurts just wanted to kick in my two cents