In GTA IV there are no hidden packages, instead you have to shoot pigeons, or Flying Rats as the game calls them. These are spread out all over the city and will give out a bright red glow when you get near them. There are a total of 200 pigeons in the city which you have to shoot to make it count towards 100% completion.
The pigeon numbers in this list is the same numbers as on the maps you can find in the download section of this guide. You can also see a screenshot of the pigeon by clicking on the camera icon.
Shooting a pigeon if a patrolling cop is nearby will result in a one star wanted level.
If you shoot all 200 pigeons you will gain access to an armed Annihilator helicopter.