Destructible Newspaper Stands
Wow, look at those now destroyed newspapers. Talk about adding realism to the game... I know when I am driving around Liberty City I will be veering off the road to knock over some stands.

Example of New Physics
Another big wow, this time to the stunning falling physics of the people in GTA 4. The shot starts at approx 00:00:37 into the trailer and ends at approx 00:00:39. Watch the guy get shot and fall!

See-through Windows
Another small feature, but I think it is fantastic. In previous Grand Theft Auto games there would either be no windows indoors, the blinds would be shut or there would be a pretty bad attempt to make it look like the window is see-though.

GP-450 Motorbike
I don't know if you noticed but this is obviously the model type of the motorbike Niko is driving.

Television in the Limo
Yep, that is correct, your eyes are not fooling you, that is a television in the limousine. Hopefully you will be able to go in limousines with a first person view and just sit back and enjoy the ride and watch a little T.V.

Blood Splatter
You may remember from previous Grand Theft Auto games when it rained or you drove a boat water would drip across the screen. It is back, and in this shot Niko shoots someone with a shotgun and the blood sprays at the top of the screen.

Subway Map
Yep, that is the map showing all the subway routes through Liberty City.

Dead Bodies Staying
In the previous Grand Theft Auto games, once you killed someone there body would bleed out and then disappear not too long after you killed them. This is hopefully another example of how things will be different.