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 - Pick up Billy Grey from rehab, welcome him home at The Lost MC Clubhouse before interrogating Pretty Boy and retrieving Billy's bike from the Angels of Death scrapyard in Northwood, killing the Angels of Death members that it was sold to.
- Angels in America - Chase and kill members of the Angels of Death before they can warn the rest of their club that Billy murdered an Angels of Death lieutenant, which came about after Jason informed The Lost MC that the AoD had crashed Billy's welcoming home party due to the violation of their truce.
- It's War - Save members of The Lost Brotherhood from the Angels of Death before discovering the death of Jason Michaels, who was murdered in Broker by a Slav.
- Action/Reaction - Meet Ray Boccino, who has sold grenade launchers to Billy, before racing The Lost MC to the Angels of Death Clubhouse, using the grenade launchers to set their clubhouse alight and taking out the rest of the Angels of Death bikers at the clubhouse before stealing the heroin after Billy convinces Johnny to do so when assuming that it was the Angels of Death who killed Jason in Broker, despite Johnny's understanding that Jason was killed by an Eastern European (acting on Mikhail Faustin's orders).
- Liberty City Choppers - Steal bikes belonging to the Angels of Death outside the Skyway Diner and take them back to Jim so that they can be offloaded, before being confronted by Jimmy Matthews and Ed McCornish, two corrupt LCPD officers who witnessed the crime and are demanding money from them.
- Bad Cop Drop - Lure corrupt cops Jimmy Matthews and Ed McCornish and their crooked LCPD colleagues into a death trap set by the Lost MC, killing them in order to get payback following their one on one against Johnny and Jim.
- Buyer's Market - After collecting the heroin from Brian Jeremy, attend a heroin deal with Niko Bellic and Playboy X at Cassidy Street, Schottler, meeting up with an Asian contact called Charlie (who turns out to be an undercover LCPD officer), and flee from an LCPD sting while killing most of the NOOSE escort.
- Politics - Kill Arthur Stubbs, Thomas Stubbs' uncle at Francis International Airport by destroying his helicopter (under the guise of a terrorist attack), in order to give Thomas Stubbs control of his family's money, while holding off the LCPD, NOOSE and the FIB.
- Off Route - "Liberate" white-collar criminals in a Prison Bus while holding off the LCPD, and take them to the docks so that they can escape to Panama.
- This Shit's Cursed - Race Jim Fitzgerald to the Dragon Heart Plaza construction site and attend the heroin deal with the Algonquin Triads. Escape the Triad ambush with the help of Jim before discovering Billy Grey's arrest by LCPD officers and Brian Jeremy's argument and betrayal.
- Hit the Pipe - Meet Malc and DeSean of the Uptown Riders before destroying 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 at the docks, and after taunting him over Billy's betrayal take on rogue Lost MC members who are part of Brian's faction, and after killing them, chase after and kill the last of Brian's henchmen before meeting up with Jim.
- Bad Standing - Head over to Brian's apartment, after learning of his location from Ray Boccino, and after killing members of Brian's faction who are protecting him at the safehouse, decide whether to kill or spare him.
- Heavy Toll - Take control of the toll booth at the East Borough Bridge and steal a 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 - Attend 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 - Abduct Roman Bellic from a backroom card game with Malc's help after finding out that Ashley is deep in debt with Dimitri Rascalov.
- Diamonds in the Rough - Head over to the Broker Navy Yard, where you chase down and kill Evan Moss, while holding off The Ancelotti's, in order to steal the Diamonds, which are then stashed in trash bags on Ray's orders.
- Collector's Item - Attend the diamond deal with Niko Bellic at The Libertonian and, after witnessing the execution of Mori Green at Luis's hands (who then makes off with the diamonds), escape with the $2,000,000 meant for Ray Boccino, fending off Ray's hitmen and delivering the stolen money meant for Ray to Jim Fitzgerald.
- Was It Worth It? - Witness Ray Boccino's betrayal after being lead into a trap at Drusilla's before escaping Ray's ambush along with Jim Fitzgerald and wiping out 16 of Ray's henchmen in 4 PMP 600's with the possible help from Terry Thorpe and Clay Simons. After taking care of Ray's henchmen, meet up with Ashley Butler outside the Lost MC Clubhouse and learn not only of the death of Jim Fitzgerald but also of Billy Grey's betrayal, whose intention is to turn state's evidence against his brothers, including Johnny and Angus, before bidding Ashley an unpleasant farewell.
- Get Lost - After being reassured by Stubbs that Ray Boccino is not an issue, head to the Alderney State Correctional Facility with your Lost MC cohorts, and after taking care of the LCPD officers guarding the prison, as well as a few of the inmates, kill Billy Grey in order to prevent him from testifying. The storyline ends with the scene where The Lost MC Clubhouse in burned down due to the heavy damage sustained from the conflict with Ray Boccino.
- 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.