Niko Bellic was a main protagonist in Grand Theft Auto IV and a main character in The Lost and Damned and The Ballad of Gay Tony but it was unknown if he will return in GTA Online from a underperformed DLC in Liberty City.

History
Background
Early Life and Family
Niko was born in Yugoslavia c. 1978 to a Serbian family. It was implied that his father was an abusive alcoholic. His mother, Milica Bellic, was unhappy that her son grew up in such a harsh place. In a conversation with Patrick McReary, Niko reveals that he had a brother who died during the Yugoslav Wars. According to the dialogue in the mission Taking in the Trash, Niko dreamed of becoming an astronaut when he was a child. In a conversation with Dwayne Forge, Niko mentions the house where he grew up in did not have electricity until he was twelve. In a conversation with Kate McReary, Niko says that he found out his aunt (Roman's mother) was raped and murdered, some time after Roman's departure to the United States. Knowing Roman would be even more devastated if he knew the true circumstances of his mother's death, Niko covered up what happened, telling him that she died in a house fire.

Bosnian Wars
Niko grew up in the harsh environment of the Yugoslav Wars, and was a teenage soldier for the Serb led army (The Yugoslav Wars were fought between 1991 and 2001, which means that Niko was only 13-23 years old at the time). Niko says that he was betrayed "ten years ago", making it closer to 1997 or 1998 (although Florian claims that it was "twelve or thirteen years ago" in a phone call after the mission That Special Someone). He served as a helicopter pilot and an infantryman during the war, and during the mission Easy Fare, Roman alludes to him driving a tank.

During the war, Niko both witnessed and committed numerous atrocities, which led to his cynical perspective on life, and a certain degree of regret, depression, and emotional detachment. Eventually, Niko's unit of fifteen men (most of them friends from his hometown) were ambushed by enemy forces, but Darko Brevic, Florian Cravic, and Niko himself survived. Niko concluded that either Florian or Darko had sold the group out, and he vowed to uncover and kill the culprit, not only to gain revenge, but also to hopefully "close the book" on the incident and move on with his life.

Post-War life
Niko had trouble finding steady work after the war. Niko's cousin, Roman, had already moved to America to start a new life in Liberty City while Niko spent the next decade working in the European criminal underworld, leading to a period of incarceration in a European penitentiary. After his release from prison, he began working for a human trafficking ring led by Ray Bulgarin. When a boat involved in the operation sank in the Adriatic Sea during a smuggling run into Italy, Niko swam to safety, but everything and everyone else was lost. Bulgarin believed that Niko had intentionally scuttled the ship and stole his money. Bulgarin's reach was too great within Europe, so Niko joined the merchant navy to escape him.

Events of Grand Theft Auto IV
“More people want me dead than alive. I'm working for the Mafia. The police and a government agency are both on my case. I kill and steal to scrape together a living so my cousin can fritter it away online and pay off debts...and all the while? People are trying to kill us! What is fun?”
— Niko Bellic
 
Niko spent seven months on the cargo ship Platypus, which eventually smuggled Niko into Liberty City.

During the game, Niko says he moved to Liberty City because he wanted a new life by living the American Dream, but when he does arrive in Liberty City, he has nothing except Roman. Niko parted ways with Hossan and the Platypus crew there, partly to reunite with his cousin, and partly to track down Florian Cravic, who had moved to Liberty City after the war. Roman had been boasting of great success in Liberty City, but in truth, his assets amounted to a small, gritty taxi depot and a rundown apartment, and he was saddled with heavy debts due to his gambling habit. Niko would assist Roman in his taxi business, and protect his cousin from the loan sharks who were harassing him. Roman's connections eventually led to Niko making friends with Little Jacob, and taking work from the Russian Mafia, setting in motion the events of the game.

After killing Vladimir Glebov, Niko is spared by Mikhail Faustin, although Dimitri Rascalov wanted him and Roman killed. After killing Mikhail, Dimitri reveals his connections with Ray Bulgarin and turns against him, even trying to kill him. Niko and Roman flee Hove Beach when their apartment and Roman's taxi depot were burned down. It is at this point that Niko becomes a hitman and an associate of many. Mallorie Bardas, Roman's girlfriend, introduces him to two contacts, Manny Escuela and Elizabeta Torres. Niko develops affiliations and becomes a worker of the McReary Family, Playboy X, Dwayne Forge, and the Pegorino Family, to name a few, over the course of the game. In an attempt to lure Niko into an ambush, Dimitri kidnaps Roman, who is rescued by Niko.

Niko eventually becomes in forced contact with an International Affairs Agency front under the name of United Liberty Paper, who blackmails him into doing some "country-protecting" work. Also, Ray Boccino managed to help Niko find Florian Cravic. When Niko confronts him, Florian, who now calls himself Bernie Crane, begs for forgiveness and claims he is not only a homosexual but that he is not the one who betrayed Niko (despite escaping). Niko forgives him and actually begins helping Bernie with his life.

As a sign of gratitude towards Niko for his work with them, the U.L.P. locate Darko Brevic in Romania and smuggle him into Liberty City. Niko confronts Brevic, who confesses that he sold Niko's army unit out for $1,000, which he used to fund his heroin addiction. Enraged at the fact his unit were betrayed for such a paltry sum, Niko holds Brevic at gunpoint. Whether Niko kills Brevic or not depends on the player's actions.

After his confrontation with Brevic, Niko meets Jimmy Pegorino again. Pegorino asks Niko to do a heroin deal with Dimitri Rascalov. Niko is reluctant to do so, because of the bitterness between himself and Rascalov. The conclusion of the storyline depends on the player's decision.

 
Revenge
Deal
 
If the player chooses to take revenge on Rascalov, Niko fights his way onto the Platypus ship, which Rascalov is loading with heroin, and confronts Rascalov over his earlier betrayal of Niko. Niko executes Rascalov, which leads to the downfall of the Pegorino family. Angered at Niko's betrayal, Pegorino attempts to assassinate him in a drive-by shooting at Roman Bellic's wedding, but instead kills Niko's girlfriend Kate McReary. To avenge Kate's death, Niko, along with Little Jacob and Roman, chases Pegorino throughout the city before confronting and killing him on Happiness Island.
At the end of the game, a Weazel News report states that Niko is wanted for questioning by the police (although not as a suspect) for the events of his cousin's wedding.

Niko's immigrant status is uncertain and arouses the suspicion of the LCPD and FIB. Although Niko often protests that he "has his papers" while fleeing police, Roman says that Niko does not have a visa. This is further evidenced in a Liberty Tree article about the death of the Platypus's captain, Zorba Philippidis, which states that none of the crew possess visas.

If Diamonds Are a Girl's Best Friend is played after Pest Control, Niko tells Packie that he intends to go after Ray Bulgarin, although Ray would be killed by Luis Lopez.

After Grand Theft Auto IV
 
This article is subject to high amounts of speculative content.
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If Niko chooses to do the deal with Dimitri, after Roman's death, Niko most likely gives up his life of crime and stays close to his friends as they are there for him. Also, Niko says to Mallorie that her child will need not to worry about being fatherless, hinting Niko will help take care of her child and assume a fatherly role.

If Niko chooses to seek Revenge on Dimitri, Niko's love interest, Kate is killed though he is still able to have a date such as Alexandra Chilton, Carmen Ortiz or Kiki Jenkins and keep in contact with his cousin and friends. He most likely gives up his life of crime and tries to live a normal one with Roman, as is hinted by the comments made about him in Grand Theft Auto V.

2013
“There was a, an eastern European guy making moves in Liberty City, but... nah, he went quiet.”
— Lester Crest to Michael De Santa about Niko.
 
Not much is known about Niko's life during the events of Grand Theft Auto V. It is hinted that he has completely given up a life of crime, and has now retired. While setting up for the first heist, Lester Crest mentioned to Michael De Santa that he knew "an Eastern European guy making moves in Liberty City", but dismissed the idea as "he went quiet". This would hint that he'd continued his life as a career criminal for a few more years before leaving it, especially if he was able to gain such notoriety as recently as of 2013.

Later while on a heist, if Packie was chosen for the job, he begins talking about his most successful job in Liberty City, and then mentions Niko, revealing that he doesn't even know what became of him, and that he is "probably dead". It is possible though that Niko has cut all ties to his previous criminal lifestyle, including all ties with Packie, and is retired.

After completing the mission Reuniting the Family, one potential scenario in his house sees his family gathered around the dining room table. Jimmy, Michael's son, is writing his résumé on a laptop.[3] However, the screen displays a Lifeinvader profile page as an Easter egg.

By using a camera to zoom in, the page is revealed to be that of Niko Bellic, complete with an image of the character. He now lives in Broker, still working as a taxi driver for Bellic Cab Service, and is still in contact with Mallorie Bardas, Little Jacob, and Brucie Kibbutz, who all liked his latest status. There is also a Happy Birthday note for Roman which was dated as being posted 40 minutes prior. As Rockstar Games have officially stated that there are no "true paths" for Grand Theft Auto IV's storyline, and it's all determinant to the player, and this official stance was issued after the release of GTA V, Niko Bellic's LifeInvader profile in GTA V (including Roman as a friend) is considered an Easter Egg. [4]

A wanted poster for Niko can be seen on the porch of a house just west of Sandy Shores. This is another Easter egg referencing the wanted posters included in the promotional material for Grand Theft Auto IV.

2017
“This is an old agent, you know, I heard about him running some poor bank robber in Liberty City like a decade ago. Yeah, what happened to him?”
— Lester Crest about Agent ULP and Niko. (Setup: Rescue ULP)
 
In The Doomsday Heist update for GTA Online, Lester Crest briefly mentions Niko when he is talking about Agent ULP, who blackmailed Niko to work for him almost a decade ago.

2022
In The Criminal Enterprises update for GTA Online, Agent ULP briefly mentions Niko during Operation Paper Trail, though not by name, to the GTA Online Protagonist as a previous IAA hired "agent". During the same dialogue, ULP makes a reference to his own dialogue from the GTA IV mission Wrong is Right, telling the protagonist they "can't always tell who the good guys are. I'm not a good guy. But I'm fighting with them".

Furthermore, after the GTA Online Protagonist's final mission as a sworn-in IAA agent, they receive a final phone call from Agent ULP telling them they're on their own from now on and wishing them the best, saying the exact same phrase as to Niko during his last phone call to him in the GTA IV mission That Special Someone – "You're out. You've done good things for us, and we are grateful. From here in, you're alone. Goodbye".