The Z Games is an extreme action sports competition and a parody of the X Games and the Dew Tour. The Z Games is sponsored by CNT, Sprunk Xtreme, and the Rockstar Games Social Club. It is the host of the extreme BASE jumping competition found in The Ballad of Gay Tony, where 16 contestants must jump off 9 buildings in Liberty City (7 in Algonquin, 1 in Alderney, and 1 in Dukes) in the fastest time possible.
- The BASE jumping competition refers to the same activity in The Ballad of Gay Tony's Multiplayer mode. The player can track his/her stats if their Playstation Network, Xbox Live, or Games for Windows Live account is linked the Rockstar Games Social Club.