The Grand Theft Auto series has never left the US*—or its fictional account of it, anyway—but apparently it once came close to boarding Air O (opens in new tab) for a trip to Tokyo. According to our friends at TechRadar, a source close to Rockstar says the developer was "serious" about making a GTA set in Tokyo, but pulled the plug after assessing the difficulty of moving the series outside the US. According to the source, Rockstar even made a trip to Japan to scope out the city.
TechRadar also notes that in 2003, Rockstar applied for trademarks to protect "GTA: Tokyo" and "GTA: Bogota," and though the news was reported at the time, I don't recall it causing much of a stir. I think we all assumed: Sure, GTA can go anywhere, sounds good! But TR's source says that Rockstar decided against changing GTA staples like cars and brands. Speculation on my part factors in how much GTA has embraced itself as satire of American culture since then—to do the same for Japanese culture in GTA's not-exactly-nuanced style would be such a departure that I can't see it ever happening.
But while GTA: Tokyo may never exist, TR's source says that GTA 6 is in development (no big surprise), though a location hasn't been decided. I expect it'll be at least a couple years before we hear anything official on it. The gap between GTA 4 and GTA 5 was about five years, which would put GTA 6 in 2018 or 2019, if history repeats.
We've reached out to Rockstar for comment, and will update this story if we hear back.
*Update: You got me. In the modern series it hasn't.