Rockstar has explored Grand Theft Auto movie deals, but nothing has worked out

“We have explored a lot of movie deals, but we have just chosen not to make a movie. We love movies, but we also love games and that is what we remain focused on. If we were to attempt to make a movie, we would like to make it ourselves, or at least work in collaboration with the best talent, so at least if it is bad, we can know we failed on our own terms. But doing that takes time, and making games properly takes a lot of time. So, we may make movies one day, with the right property and the right partnership, but we have not found the time to do that yet.” - Rockstar’s Dan Houser

Mr. Houser also discussed why most game-to-movie adaptations don’t work out. You can check out that part of the interview here