Yes, there are various versions of Grand Theft Auto for the PS2, the most famous being Grand Theft Auto: San Andreas.
GTA games for the Playstation 2:
- GTA San Andreas - Set in: 1992 - Released in: 2004
- GTA Vice City Stories - Set in: 1984 - Released in: 2006
- GTA Vice City - Set in: 1986 - Released in: 2002
- GTA 3 - Set in: 2001 - Released in: 2001
and other smaller games.