Mercenaries 1 and 2, Saints Row 3 and Just Cause (specially 2 and 3) series if you like a crazy aproach, and I would add Simpson Hit and Run to these ''crazy gta'' games.
If you want a more classic crime/real world aproach, Sleeping Dogs, Watch Dogs, Mafia I and II, The True Crime Series and Scarface
And if you want some open world with different settings or mechanics that still feels (somewhat) like a GTA then you have Bully, Yakuza series and Postal 2.
And keep your eye on 171, a indie GTA clone set in Brazil.