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"New York City" is referred to a few times. Thus, no "Liberty City"
Good point. But the places in RDR are made up as well. But you are right, they do mention NYC.
But then I found this article where NYC is mentioned in the original SA
"New York City, New York and Mississippi is mentioned on K Rose in GTA SA, Shortly after the song Statler Bros. - New York City, when Mary-Beth Maybell says "I've never been lonely in New York City I've never been east of the Mississippi". This suggests that Liberty City and New York co-exist, which is strange considering Liberty is Grand Theft Auto's equivalent to New York"
Possibly NYC and LBC coexist? IDK man..possibilities are endless.