So far, people have been able to put Bully SE characters into GTA San Andreas, but what about the other way around?
(I also have no idea where to find the models in GTA SA... 
)
Heh, That's me!
Also the reason there are (currently) no GTA models in Bully is because Bully is on a completely different engine and unlike GTA SA/IV, nobody has made a script for Blender/3DS Max which exports the models with Bully bones.
A major reason for this is because unlike GTA modding, Bully isn't really that popular. Maybe if Bully 2 does come out, it may be the RAGE engine meaning it'll be easy to mod as GTA IV/V/EFLC.
Also GTA SA models can be found in the models folder.
gta3.img (Contains peds, cars, weapons maps etc.)
player.img (Contains all CJ files)
cutscene.img (Contains every model used in a cutscene such as Sweet Tenpenny etc.)
gta_int.img (Contains all interior files, such as CJ's home, shops, gyms etc. though some interior objects appear outside.)
You will need IMG Tool to open the .img's though.
