GTA IV cloud saving was added!
Rockstar has updated GTA 4 on Steam and now it is called Grand Theft Auto IV: The Complete Edition, with this update they removed multiplayer, leaderboards, and some music from radio stations.
This new Complete Edition includes GTA: Episodes from Liberty City which means it is no longer a separate game.
Also, you can now save your game progress on the cloud using Rockstar Games Social Club.
To enable cloud saving do the following:
1. Open GTA IV.
2. Go to Social Club, (from main menu or press [home] button.
3. Click the Settings icon and select "GAME SETTINGS" tab.
4. Enable "Auto Sign in" in the "PROFILE" tab.
5. Enable "Cloud Saves" in the "GAME SETTINGS" tab.