Might be a texture bug. Try re-installing the game. Also, try to lower any Shadows Settings.
It's not related to the graphic settings or reinstalling at all,if you have the pc version you can try it by yourself,also these lights are working in TBoGT PS3/360 glitchy only on the PC ,any other suggetions??
The GTA IV graphics system is somewhat confusing, especially inside interiors. Try other zones and camera angles, see if the lights appear but it's definitely a bug.
QUOTE (Spider-Vice @ Thursday, Jun 14 2012, 15:59)
The GTA IV graphics system is somewhat confusing, especially inside interiors. Try other zones and camera angles, see if the lights appear but it's definitely a bug.
I tried it,and yes i saw some lights just for a second this is a picture
I guess the light texture has been hidden with a model or something.
Yup, definitely a graphics system bug, it could happen only on certain PC's. Unfortunately I guess you'll have to live with it as Rockstar has most likely dropped support for GTA IV PC.