In the original PS2 version of GTA Vice City, after achieving 100% completion, the Detonator won't disappear after using it because of the infinite ammo reward. A way to remedy this without dying or getting arrested, is to go through the metal detectors at Escobar International Airport or at the Leaf Links golf club. Although if you have remote grenades, this will replace them with regular grenades. This has been fixed in later versions.
In GTA San Andreas, a bug occurs that if you place a Satchel Charge in any place with the infinite ammo cheat and you use the detonator, it will never disappear, unless you change the weapon in the projectile slot (e.g. grenades or molotovs).
In GTA San Andreas, if you use the Detonator inside any casino (without place charges), it will attract the guards' attention, but you won't gain police attention unless you attack the guards.
In the mission Wear Flowers in Your Hair in GTA San Andreas, if Zero is killed while he is sitting on the bench playing with the RC Goblin, he will drop a Detonator. This was intentional, as the game developers wanted it to look like he was holding a remote control for the RC Goblin that he was flying.
In GTA V, after placing a sticky bomb the player is not seen holding a detonator but it can still be detonated (even in the process of placing the sticky bomb).