They never said they were all dead, they said that GTAIV is a whole new storyline.
I think that Tommy is still in Vice City living it up...which sounds pretty boring, but Tommy is kick ass.
CJ did die though...from a drug over dose...what a dumbass.
Claude fell into a man hole right after he killed Maria...so...yeah...
who told you cj and claude died ...i really don't think CJ died from a drug overdose and neither the thing with claude