Albany Avenue is a long 21-block avenue in Grand Theft Auto IV. It is the second longest street in Liberty City. It runs from the southern end of East Holland to the southern end of The Exchange/Castle Gardens, running through East Holland, Lancaster, Middle Park East, Hatton Gardens, Lancet, Easton, Presidents City, Lower Easton, Fishmarket North, Fishmarket South, Chinatown and the The Exchange/Castle Gardens. in Algonquin. It, by location, is likely based on New York's First Avenue.
- The name of the street may be derived from the capital of real-life New York State, Albany.
- It may also be named after the real-life Albany Avenue, in Brooklyn.