you can see this sort of un-loaded textures without using cheats in the main game, well at least in the NDS version.
I get the Infernus from Faustin's mansion in GTA4, then line the car up so i'll stunt off Cock Rock (not sure what that rock is? Look around the beach and you'll see
) Then, when you jump, switch the camera to cinematic view, and see the un-loaded textures.
And i dont get why people diss the way this game looks. It was for the DS originally, and if it had been full 3D people would have been pissed if it didn't have as good a draw distance as the city in IV, or as good graphics (theres no way the graphics could have been better than GTA 3 on the PS2 i think) about the frequent, blatent, annoying pop-ins, and the amount of content that would have probably have had to have been cut to make way for those graphics.