I don't know what others will make of this topic, but on my latest playthrough of GTA IV I thought of something. I have come up with a huge theory: Pegorino betrayed Niko (or planned to) and was in cahoots with Dimitri for quite some time. I am basing this on several hints:
As we know, Niko and Packie exchange Gracie for the diamonds with Luis and Gay Tony. But of course they are then ambushed by Mr. Bulgarin's men. As far as anyone knows, the Pegorinos (apart from Ray, who may have been killed by this point anyway) knew nothing about the exchange.
Pegorino generally didn't trust Ray and was pissed with him for not "passing up the ladder" where the diamonds were concerned. Therefore he had him assassinated by Niko.
A few days after the diamond exchange, Rocco met with Luis and told him that Ancelotti and Bulgarin had sat down and made an agreement: either Luis or Tony must die. Rocco said it should be Tony because he'd prefer to work with Luis in the clubs.
Now Bulgarin was an ally of Dimitri's, as we found out early in Niko's story. I'm thinking Dimitri and Pegorino were already allied at this point, and that they might have been involved in the same sit-down with Ancelotti. Pegorino agreed with their demands to have Niko whacked too. With the heroin deal set up, they planned in advance that Niko would act as a middleman between them for the heroin deal but be executed instead. Pegorino didn't care much for Phil (he even considered killing him instead of Ray) and probably didn't particularly want to risk him ratting on the family, and so he decided that it would be best for him to fall along with Niko when they entered the compound.
So I guess the question is about whether Pegorino knew Dimitri was going to betray Niko again (as in the Deal ending) and didn't care or whether he was under the assumption that the deal would go smoothly.
Anyone else thinking along these lines???