Police Roadblocks are set up on the road in an attempt to block the player in pursuit. They appear at a 3 Star Wanted Level. The Police Roadblocks first appeared in Grand Theft Auto 2, and every Grand Theft Auto game (except Grand Theft Auto: Liberty City Stories) after that seems to feature roadblocks.
GTA 1 introduced with only police cars blocking the roads, and the same goes with GTA London '69 and GTA London '61, in GTA 2 they made it even easier for the player to escape as they placed gaps between neighboring vehicles, secured only by easy-to-be-rammed-through barriers, that even leave the player's car nearly undamaged, but in GTA Chinatown Wars it was made a lot more difficult with trucks blocking roads.
GTA III - Vice City Stories
Roadblocks are featured in all of the games in the 3D Universe. In GTA Vice City, the Police will set up stingers and driving over them will result in bursting the players tires and the player will be unable to drive the car properly. The stingers are also featured in GTA SA but only in the mission Puncture Wounds.
The changes from the previous games to GTA IV are much of the same but the Police will set up roadblocks on bridges (and sometimes on the average road) and Booth Tunnel. They will put concrete block and a vehicle on each side preventing the player to pass through the bridge. This always occurs when the player has not unlocked all of the islands, although only the bridges to Alderney and Algonquin are blocked because the only way to Happiness Island is by helicopter or boat.