The Lost and Damned, the first episode of DLC for Grand Theft Auto IV, features 22 story missions, as well as three (or four) Random Characters missions, Angus' Bike Thefts, and Stubbs' Dirty Laundry. The list is done in a logical order in which it can chronologically match up with Grand Theft Auto IV and The Ballad of Gay Tony.
- Clean and Serene - Meet up with Billy Grey, welcome him home at The Lost MC Clubhouse before retrieving Billy's Bike, and killing The Angels of Death members.
- Angels in America - Chase and kill The Angels of Death members after entering the scene where Billy kills Angels of Death lieutenant after Jason informs The Lost MC that the AOD have crashed Billy's welcoming home party.
- It's War - Save the The Lost Brotherhood members from The Angels of Death before discovering the death of Jason Michaels.
- Action/Reaction - Meet Ray Boccino, before racing The Lost MC to the Angels of Death Clubhouse, ambushing and killing them before stealing the Heroin after Billy convinces The Protagonist to do so when assuming that it was the Angels of Death who killed Jason in Broker.
- Liberty City Choppers - Steal bikes of The Angels of Death while killing them before being confronted by the bent cops, led by Jimmy Matthews amd Ed McCornish.
- Bad Cop Drop - Lure and kill Jimmy Matthews and Ed McCornish and their crooked cops after getting payback on them after their one on one against The Protagonist and Jim.
- Buyer's Market - Attend a Heroin deal with Niko Bellic, Playboy X and flee from police's trap while killing most of the NOOSE escort.
- Politics - Kill Arthur Stubbs while holding off the LCPD, NOOSE and the FIB.
- Off Route - "Liberate" white-collar criminals in a Prison Bus while holding off the LCPD
- This Shit's Cursed - Attain the Heroin deal with Algonquin Triads and escape the ambush with the help of Jim before discovering Billy Grey's arrest and Brian Jeremy's argument and betrayal.
- Hit the Pipe - Meet Malc and DeSean before blasting The Angels of Death vans with Pipe bombs in order to put the AOD out of business for a long time.
- End of Chapter - Meet up with Brian and after taunting him over Billy's betrayal fight with all the gunpowder while holding off his faction and killing them before chasing down the last of Brian's henchmen and killing them before meeting up with Jim.
- Bad Standing - Kill or spare Brian Jeremy when learning of his location from Ray Boccino.
- Heavy Toll - Take control of toll booth and steal Slamvan full of Cocaine after killing the drug dealers along with Malc and DeSean.
- Marta Full of Grace - Bring Marta from airport and lose the cops after killing them.
- Shifting Weight - Attain the drug deal and escape from LCPD officers when Johnny's Hexer is destroyed and is forced to join in with Malc while protecting DeSean.
- Roman's Holiday - Kidnap Roman Bellic with Malc's help after discovering Ashley's favor for Dimitri Rascalov.
- Diamonds in the Rough - Enter the diamond deal before chasing down and killing Evan Moss, while holding off The Ancelotti's before steal the Diamonds, hide them in trash bags.
- Collector's Item - Attain the Diamond deal with Niko Bellic in The Libertonian and fleeing with the money bag while betraying Ray Boccino and killing His Hitmen in order not to tell Ray about Johnny's betrayal before delivering all Ray's money to Jim Fitzgerald after everything kicked off when Luis Fernando Lopez ambushes the deal and steals the Diamonds.
- Was It Worth It? - Witness Ray Boccino's betrayal after being lead into a trap before escaping Ray's ambush and wiping out 16 of Ray's henchmen in 4 PMP 600's with the possible help from Terry Thorpe and Clay Simons, meet up with Ashley Butler and witness not only the death of Jim Fitzgerald but also discover Billy Grey's betrayal in order to turn states against his brothers, including The Protagonist and Angus before bidding Ashley an unpleasant farewell.
- Get Lost - Kill Billy Grey as well as most of the LCPD members and some prisoners after breaking in the Alderney Fairy Terminal and end the storyline in the scene where The Lost MC Clubhouse in burned down.
- Random Characters - Meet random characters, including some who are met during the storyline, and do various jobs for them.
- Angus' Bike Thefts - Steal bikes for Angus Martin.
- Gang Wars - Fight rival gangs with the Lost MC.
- Stubbs' Dirty Laundry - Work for Thomas Stubbs.