Roman Bellic is Niko Bellic's cousin in GTA IV, voiced by Jason Zumwalt. His letters about mansions, sports cars and women bring Niko to Liberty City, but in reality Roman lives in a small apartment, runs a struggling taxi company and owes money to loan sharks. Whether he survives the game depends on the ending you choose.

Niko's cousin and his reason for coming to America. Rockstar created Roman to give Niko a motivation for the journey, and wrote the two as a double act: Roman's dreamy charm against Niko's cynicism. Roman gambles, borrows from loan sharks and relies on Niko to get him out of trouble.
Niko starts by protecting Roman from his creditors. After Dimitri Rascalov's men burn down Roman's apartment and taxi company, the cousins flee to Bohan. Dimitri later has Roman kidnapped, and Niko rescues him in Hostile Negotiation. Roman then receives a large insurance payout, rebuilds the business, buys an apartment in Algonquin and proposes to Mallorie, who accepts.
Only in the Deal ending. If Niko agrees to work with Dimitri, Dimitri betrays him and sends a hitman to Roman's wedding, and the hitman kills Roman by accident. In the Revenge ending Roman survives, and it is Kate McReary who dies. Both are compared on our GTA IV endings page. In both, Mallorie is pregnant.
Roman does not appear, but Niko's profile on the in-game LifeInvader site in GTA V says he still works for Roman's taxi company.
Niko Bellic and the full cast are on our GTA 4 characters page.