I wasn't even aware of a 'no fly zone' in the GTA IV map. The only area you can get a wanted level for flying over is the airport, and even then it's only four stars. There are no special cars at the airport, except for a few taxi-liveried Perennials you
can't get elsewhere, and the airport vehicles. There is also no submarine in the game; at least not a player-operatable one.
You can actually go into the inner layers of the 'Area 69' base on GTA:SA. Just drive a motorbike to the right side of one of the external air vents, get off, and you drop in. It's all eerie and hints towards experimentation, but all that's really in there
is a huge map of SA and a Death Machine.
On the topic of GTA:SA, I remember breaking into the airport early on in the game by parking an ambulance next to the fence, jumping on it and then jumping over the fence. I stole a plane but didn't get far before crashing...