Problem description: incorrect rendering in GTA IV on NVIDIA hardware(missing textures)
Problem background: opening <Textures> tab in RivaTuner's Direct3D settings window then closing it (even without changing the settings) disables some FourCC formats support in NVIDIA driver (INTZ/RAWZ). GTA IV cannot work properly if these formats are not supported by the driver.
Temporary solution: use RivaTuner's <Reset all the driver's settings to their default values> button to re-enable these FourCC formats. Reboot is required to apply the changes. If you don't have RivaTuner installed or if you used any other tweaking tool to alter supported formats list then just start RegEdit and search and delete all D3D_54082152 registry entries. Reboot is required to apply the changes.
Until new RivaTuner version release please avoid opening <Textures> tab, because it will disable required FourCC formats again.
Full solution: New version of RivaTuner will add INTZ/RAWZ to editable list of supported FourCC formats.
I'd like to thank Josh, Kevin and Oscar @ Rockstar for quick problem report and for cooperative problem investigation. From my experience, I rarely see game developers that care about compatibility with third party software. I really wish all game developers to have such professional attitude to quality control.