Security Guards are one type of armed Pedestrians in GTA IV. They are found around some sites of importance like Happiness Island and Port Tudor. They are often seen near green booths that have a sign with the word "SECURITY" written in red. A notable member is Lenny Crosby. The security guards wear a light brown coat or a brown shirt (seen at the picture on the right) with black or dark green trousers and, occasionally, a black cap with "SECURITY" written in white. They are always overweight and of African-American or Jamaican decent based on their voice. They will fight back with their fists if an unarmed player or NPC attacks them. All of them are armed with the Glock 22 pistol, likely the weapon issued by the company they work for. This can be one way to get a pistol easily at the start of the game, as beating up the security guard opposite Roman's Cab Depot will cause him to drop it. Lenny Crosby in Playboy X's Penthouse, however, will not pull out his sidearm even if threatened at gun point or shot. They often complain about their jobs and say things like, "When is that damn delivery service going to get here?", and, "When are they going to get here and start working already?".
If the police see a security guard hit someone or fire their weapon, they will immediately use deadly force instead of trying to arrest them.
Security Guards in GTA V
Security guards are seen again in GTA V. Now much more improved, in abilites and models. One security guard is seen in the Los Santos Country Club, punching a member. It seems that their abilities in fighting have improved, along with their looks. The security guards are much more fit than the ones in GTA IV. Security guards are also seen in banks.
Security guards only use their service handguns as a last line of defense. If you point a weapon at them, they will flee, but if you discharge the weapon in their vicinity, they will pull their gun and fire on you.
It is unlikely an untrained security guard (which is implied in-game) would be legally armed. Many security guards are either off-duty police officers, or go through a weapons training program to be authorized for carry.
The police will always shoot at, and usually kill, the security guard if they discharge their weapon.