A fire escape is a set of stairs that can be used to escape a building in case of fire. In the Grand Theft Auto IV era, fire escapes are used in certain missions to get down to street level from a building. They can be used outside of missions to get to the roof of a building or get down from the roof.
In Liberty City in Grand Theft Auto IV and Grand Theft Auto: Chinatown Wars, the fire escapes are always made of metal, except for one case in a mission where the escape is made of wood. Most fire escapes are missing the bottom set of stairs so the player has to jump off of the side of the fire escape to get completely down to street level. Sometimes the player can get to a fire escape by going off a ramp and landing on the fire escape stairs painfully.
Mission appearances (GTA IV)
Fire escapes are used in "The Master and the Molotov" when Faustin runs up a fire escape staircase in hopes of escaping Niko's pursuit. Niko eventually corners Faustin at the top of the fire escape and executes him.
In "Blow Your Cover," there are two cases in which fire escape stairs are used. The first case is when Playboy X and Niko Bellic hide behind a generator and shoot some FIB officers coming up a small fire escape staircase. Then, once all the FIB guys are dead, Playboy and Niko escape the area via yet another fire escape staircase.
In the Holland Play, PBX jumps off the fire escape to another building.
In "A Long Way to Fall," Niko Bellic searches for Teddy Benavidez by going up a fire escape and checking every apartment if Teddy is there. Once Niko locates Teddy, they ensue in a chase where Teddy runs up a wooden fire escape leading to a roof. Niko corners Teddy at the edge of a 25-story building roof and shoots him 25 stories to his death.