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I have heard that all characters form GTA III are pronounced dead as of 2008. On some walls in Liberty City (GTA IV) there are writings with names of past GTA characters including a scribble saying "Claude" which has writing under it saying how people will never forget him and R.I.P. We probably wont see him in any future GTA games.Im 99.94% positive.:)

Claude Speed from Grand Theft Auto 2 was killed by an assassin working for The Zaibatsu Corporation, as seen in the GTA 2: The Movie. Claude from Grand Theft Auto III and Grand Theft Auto: San Andreas is not dead. As he was the last protagonist of the GTA III Era, it is impossible for him to have been killed, as no further games were released to say/suggest this. There is apparently graffiti in Grand Theft Auto IV that states that Claude and the other protagonists from the GTA III Era (Tommy Vercetti, Carl Johnson, Vinnie, Toni Cipriani and Victor Vance (who died in Grand Theft Auto: Vice City)) were all dead. This, however, is not canon with the GTA III Era games, i.e., the games related to GTA III and those related to GTA IV are in separate universes that are not linked to each other.