Here's all the places you can obtain Tear Gas in a GTA game. Got the information off grandtheftwiki.com, which for a wiki site is surprisingly accurate.
Grand Theft Auto: Vice City
* Washington Beach - Behind the Washington Beach Police Station (original PS2 version only - grenade in other versions)
Grand Theft Auto: San Andreas
*Mulholland Intersection, Los Santos - On the steps of the building west of the car park and north of the ZIP store in Downtown Los Santos
*Ocean Docks, Los Santos - Beside some crates and boxes in a warehouse being passed by a railway
*Easter Basin, San Fierro - Inside the aircraft carrier at Easter Basin Naval Station
*K.A.C.C. Military Fuels, Las Venturas - On the tarmac
*Las Venturas Airport, Las Venturas - Beside some Shamal's and the yellow and white "ramps", to the left of the traffic control tower.
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As for References to GTA games in Bully.
* Bullworth Academy is shown briefly durning the in game TV show "I'm Rich" in GTA IV.
* Also in GTA IV, during the opening cut scene for the missions 'Blow Your Cover' for Elizabeta Torres, a character that bears a striking resemblance to Jimmy Hopkins can be seen dancing in the background.
*The LS Training Jacket, obtainable from Aquaberry, is similar to the LSD Jacket in GTA IV. LS is also the initials of Los Santos, a big city in GTA: San Andreas, though in-game LS is stated to stand for "Luxury Stud".
*Many cars from the GTA series make an appearance, namely the Diablo Stallion, Regina, Forklift, Yankee, Boxville, Washington, and the police version of the Rancher. Manhunt shares this same concept, in fact many of these same cars can be seen in the original Manhunt and it's sequel. All three game franchises (GTA/Bully/Manhunt) take place in the same fictional universe, so this is not simply a coincidence.
Pretty much anything other then these would either be wishful thinking or baseless parallels. Although, it is pretty easy to see why such assumptions would be made. Seeing as Bully and GTA are very similar in there style of gameplay, it's just the manner in which the stories are portrayed is different.