Members of the club can be seen hanging around on The Lost MC turf, and carry different weapons like knives, pistols and shotguns. They ride choppers through Acter and Tudor, mainly on Zombies. When members of The Lost are in fights, the Gunthugs are quick to help them out.
However, they don't wear leather jackets or vests like the The Lost MC and the Angels of Death. Instead they wear what appears to be their club patch on the front of tee-shirts. Perhaps this is evidence that the Gunthugs MC are not an outlaw motorcycle club but a social club acting as support club or perhaps they just haven't had time to fianlize their club regalia yet.
They aren't particulary agressive towards the Angels of Death, as would be expected of a support club for The Lost MC. Perhaps this is due to the fact that Angels of Death bikers do not tend to be seen in Alderney City outside of Gang Wars and missions. Though if Johnny gets into a fight anywhere in Tudor and Acter any nearby Gunthugs will rush to support him, backing up the idea that the Gunthugs are a support club of The Lost MC. The club has no major appearance in the plot of any of the GTA IV era games, serving only as a minor supporting club during shootouts related to The Lost MC.
In GTA IV, one of the Most Wanted Criminals, Bert Reker wears the Gunthugs MC logo on his brown t-shirt, suggesting that he is a member, or at the very least a supporter, of the Gunthugs. This is also supported by the fact that The Lost members will be there to help Bert.
Strangely enough, the Angels of Death may help him too.