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 - Retrieve Billy's Bike, and kill The Angels of Death members.
- Angels in America - Chase and kill The Angels of Death members.
- It's War - Save the The Lost Brotherhood members from The Angels of Death.
- Action/Reaction - Ambush the Angels of Death Clubhouse.
- Liberty City Choppers - Steal bikes of The Angels of Death.
- Bad Cop Drop - Lure and kill Jimmy Matthews and Ed McCornish and their crooked cops.
- Coming Down - Save Ashley from drug addicts.
- Hit the Pipe - Blast The Angels of Death vans with Pipe bombs.
- End of Chapter - Kill Brian's henchmen.
- Bad Standing - Kill or spare Brian Jeremy.
- Heavy Toll - Take control of toll booth and steal Slamvan full of Cocaine.
- Marta Full of Grace - Bring Marta from airport and lose the cops.
- Shifting Weight - Attain the drug deal and escape from LCPD officers.
- Diamonds in the Rough - Kill Evan Moss and steal the Diamonds, hide them in trash bags.
- Collector's Item - Attain Diamonds deal with Niko Bellic in The Libertonian and flee with the money bag.
- Was It Worth It? - Kill Ray Boccino's goons after being lead into a trap.
- 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.