You can fly helicoptors, airplanes, military choppers, fighter jets, and 747s and drive tanks with no training (GTA: San Andreas)
Tattoo shops can remove tatoos without leaving scars
Barbers can make your hair magically grow in an instant, even if your head was shaved bald a second ago
You can steal almost any car, but if it's a can with a good sound system, you have to get the girl who owns it to let you in, and only if you dance well enough
The military are pansies, you can easily break into a heavily guarded base and make off with a prototype transport device (jet pack, San Andreas)
All the good clothing shops are closed until you are near the end of the game, no matter what time it is, or what day of the week it is
Certain cars can only get modded in one place in the entire state, even if they can all be equipped with the same equipment - sound system, nitro, hub caps, bumpers, etc. Apparently, shops refuse to work on non-lowriders or sportscars