Dear god.

2D: GTA 1, GTA London 1969, GTA London 1961, GTA 2
3D: GTA III, GTA Vice City, GTA San Andreas, GTA Liberty City Stories, GTA Vice City Stories
HD: GTA IV, The Lost and Damned, The Ballad of Gay Tony, GTA V
You'll notice I left out GTA Advanced and Chinatown Wars. I left those out considering they are practically spin-offs, and don't at all have anything to do with the major story in the 3D and HD canons.