Reputable technology news site TechRadar recently posted an article reporting on some information the site received from a source "close to Rockstar" about some past possibilities for GTA games, as well as "official word" on GTA 6. Now, if this were pretty much any other site, we'd just file this under "sensationalist lies trying to drive up clicks desperately", but TechRadar has a solid reputation and is one of the leading sources when it comes to tech news, so we're inclined to believe them.

GTA games have been massively popular from the beginning and thanks to the internet, the fan community always had a channel of interaction with one another. More or less ever since the franchise got really popular, the release of a new game in the series always instantly set off speculation on what the next one will be like.
Even though the 2D era dallied in a London setting, the vast majority of GTA games were set in satirical re-imaginings of cities in the United States. As such, one of the most common speculation — or wish — in the community was another game set abroad, possibly in a more exotic setting.
Since Sleeping Dogs beat GTA to the punch of an open-world crime game prominently featuring vehicles and gangs set in a large Asian city, Rockstar will probably be avoiding something similar in order to distance itself from the other franchise. However, this doesn't mean they weren't considering it.
TechRadar's source claims that GTA: Tokyo was once a serious plan on Rockstar's part, so much so that the team traveled to the city to do some recon. The developer always sends part of their squad out to the city on which they are basing the setting of a new game prior to beginning actual work.