Isn't there a Jewish mob in GTAIV, during the diamond/drug exchange mission in the museum? I recall them being quite stereotypical,. You visit the same mission in the main game and both expansions (unlocking the Impossible Trinity Achievement/Trophy to boot).
Also, isn't Johnny Klebitz from The Lost and the Damned DLC Jewish? I seem to recall him being called Johnny the Jew and Johnny the Heeb (as in Hebrew) at several points.
Other than that... I don't seem to recall any outright Jewish characters in other games, either being a PC or a NPC.
[edit]
Anthony "Gay Tony" Prince from the other GTAIV DLC turns out to be Jewish as well.
And don't forget about Brucie and Mori Kibbutz.
I guess the people over at Rockstar love their Jewish characters.